A semi-definite programming approach for robust tracking

S Shtern, A Ben-Tal - Mathematical Programming, 2016 - Springer
Tracking problems are prevalent in the present day GPS and video systems. The problem of
target tracking is a specific case of dynamic linear system estimation with additive noise. The …

Computational methods for solving nonconvex block-separable constrained quadratic problems

S Shtern, A Ben-Tal - SIAM Journal on Optimization, 2016 - SIAM
Nonconvex quadratically constrained quadratic programs (QCQPs) with block-separable
convex constraints are generally NP-hard. These kinds of problems appear in many …