Partial Lagrangian relaxation for general quadratic programming
From MaRDI portal
Publication:2644374
DOI10.1007/s10288-006-0011-7zbMath1142.90025OpenAlexW1978500232MaRDI QIDQ2644374
Publication date: 31 August 2007
Published in: 4OR (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10288-006-0011-7
Related Items (19)
Numerical Study of Semidefinite Bounds for the k-cluster Problem ⋮ Dantzig-Wolfe reformulations for binary quadratic problems ⋮ Generating cutting planes for the semidefinite relaxation of quadratic programs ⋮ Computational results of a semidefinite branch-and-bound algorithm for \(k\)-cluster ⋮ On the bridge between combinatorial optimization and nonlinear optimization: a family of semidefinite bounds for 0--1 quadratic problems leading to quasi-Newton methods ⋮ Interplay of non-convex quadratically constrained problems with adjustable robust optimization ⋮ Solving \(k\)-cluster problems to optimality with semidefinite programming ⋮ Quadratic Convex Reformulations for Semicontinuous Quadratic Programming ⋮ Semidefinite Approaches for MIQCP: Convex Relaxations and Practical Methods ⋮ Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems ⋮ A compact variant of the QCR method for quadratically constrained quadratic \(0-1\) programs ⋮ Extending the QCR method to general mixed-integer programs ⋮ Spectral Relaxations and Branching Strategies for Global Optimization of Mixed-Integer Quadratic Programs ⋮ The MIN-cut and vertex separator problem ⋮ Quadratic convex reformulation for quadratic programming with linear on-off constraints ⋮ Extended trust-region problems with one or two balls: exact copositive and Lagrangian relaxations ⋮ Copositive Programming ⋮ Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems ⋮ SDP-quality bounds via convex quadratic relaxations for global optimization of mixed-integer quadratic programs
Uses Software
Cites Work
- Unnamed Item
- A semidefinite programming approach to the quadratic knapsack problem
- From linear to semidefinite programming: an algorithm to obtain semidefinite relaxations for bivalent quadratic problems
- A recipe for semidefinite relaxation for \((0,1)\)-quadratic programming
- A Tight Linearization and an Algorithm for Zero-One Quadratic Programming Problems
- Cones of Matrices and Set-Functions and 0–1 Optimization
- A Comparison of the Sherali-Adams, Lovász-Schrijver, and Lasserre Relaxations for 0–1 Programming
- The omnipresence of Lagrange
This page was built for publication: Partial Lagrangian relaxation for general quadratic programming