Lagrangian decomposition of block-separable mixed-integer all-quadratic programs

DOI10.1007/S10107-003-0500-9zbMath1079.90093OpenAlexW1989771738MaRDI QIDQ1771303

Ivo Nowak

Publication date: 19 April 2005

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-003-0500-9

zbMATH Keywords

quadratic programmingdecompositionsemidefinite programmingcombinatorial optimizationnon-convex programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Approximation methods and heuristics in mathematical programming (90C59) Combinatorial optimization (90C27)

Related Items (1)

Lago: a (heuristic) branch and cut algorithm for nonconvex minlps

Uses Software

• Unnamed Item
• Unnamed Item
• EISPACK
• ARPACK
• MINLPLib
• NOA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Proximity control in bundle methods for convex nondifferentiable minimization
• Bilinear programming and structured stochastic games
• A reformulation-linearization technique for solving discrete and continuous nonconvex problems
• Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
• Decomposition methods in stochastic programming
• A semidefinite framework for trust region subproblems with applications to large scale minimization
• Partitioning mathematical programs for parallel solution
• A relaxation method for nonconvex quadratically constrained quadratic programs
• Introduction to global optimization
• A recipe for semidefinite relaxation for \((0,1)\)-quadratic programming
• A lift-and-project cutting plane algorithm for mixed 0-1 programs
• Second order cone programming relaxation of nonconvex quadratic optimization problems
• MINLPLib—A Collection of Test Models for Mixed-Integer Nonlinear Programming
• On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
• Decomposition Principle for Linear Programs
• Lagrangean decomposition: A model yielding stronger lagrangean bounds
• Quadratically constrained quadratic programming: Some applications and a method for solution
• A Cutting Plane Approach for Chance Constrained Linear Programs
• Linear Control of a Markov Production System
• A Spectral Bundle Method for Semidefinite Programming
• Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations
• A Decomposition Method for Quadratic Zero-One Programming
• Global Optimization and Constraint Satisfaction
• Duality bound method for the general quadratic programming problem with quadratic constraints
• Discretization and localization in successive convex relaxation methods for nonconvex quadratic optimization.
• Dual bounds and optimality cuts for all-quadratic programs with convex constraints
• A geometric study of dual gaps, with applications
• Dual bounding procedures lead to convergent branch-and-bound algorithms

This page was built for publication: Lagrangian decomposition of block-separable mixed-integer all-quadratic programs