We investigate the use of interior point methods for solving quadratic programming problems with a small number of linear constraints where the quadratic term consists of a low-rank update to a positive semi-de nite matrix. ...

We propose solving continuous parametric simulation optimizations using a deterministic nonlinear optimiza- tion algorithm and sample-path simulations. The op- timization problem is written in a modeling language with ...

The linear support vector machine can be posed as a quadratic pro- gram in a variety of ways. In this paper, we look at a formulation using the two-norm for the misclassi cation error that leads to a positive de - nite ...