Standard bi-quadratic optimization problems and unconstrained polynomial reformulations
نویسندگان
چکیده
منابع مشابه
Standard bi-quadratic optimization problems and unconstrained polynomial reformulations
A so-called Standard Bi-Quadratic Optimization Problem (StBQP) consists in minimizing a bi-quadratic form over the Cartesian product of two simplices (so this is different from a Bi-Standard QP where a quadratic function is minimized over the same set). An application example arises in portfolio selection. In this paper we present a bi-quartic formulation of StBQP, in order to get rid of the si...
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ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2011
ISSN: 0925-5001,1573-2916
DOI: 10.1007/s10898-011-9710-5