We consider the global minimization of a multivariate polynomial on a semi-algebraic set Ω defined with polynomial inequalities. We then compare two hierarchies of relaxations, namely, LP relaxations ...

Qingxia Kong, Chung-Yee Lee, Chung-Piaw Teo, Zhichao Zheng, Scheduling Arrivals to a Stochastic Service Delivery System Using Copositive Cones, Operations Research, Vol. 61, No. 3 (May-June 2013), pp.

ABSTRACT When interest rate dynamics are described by the Libor market model as in Brace et al (1997), we show how some essential risk-management results can be obtained from the dual of the ...