Max-Min Bilinear Completely Positive Programs: A Semidefinite Relaxation with Tightness Guarantees

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Sarah Yini Gao, Xindong Tang, Yancheng Yuan
DOI: 10.2139/ssrn.6252699
Cited by: 0

Fields of Study & Subjects

Advanced Optimization Algorithms Research Risk and Portfolio Optimization Game Theory and Applications

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint