Pages that link to "Item:Q1741128"

The following pages link to New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation (Q1741128):

Displaying 14 items.

• ADMBB (Q43463) (← links)
• A new branch-and-cut algorithm for non-convex quadratic programming via alternative direction method and semidefinite relaxation (Q820743) (← links)
• Convergence analysis of modified \(p\)th power Lagrangian algorithms with alternative updating strategies for constrained nonconvex optimization (Q2029687) (← links)
• An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation (Q2044572) (← links)
• A new SOCP relaxation of nonconvex quadratic programming problems with a few negative eigenvalues (Q2112679) (← links)
• Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties (Q4995064) (← links)
• A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity (Q5084603) (← links)
• Global optimization algorithm for solving linear multiplicative programming problems (Q5085229) (← links)
• A new global algorithm for factor-risk-constrained mean-variance portfolio selection (Q6064034) (← links)
• Outcome-space branch-and-bound outer approximation algorithm for a class of non-convex quadratic programming problems (Q6102175) (← links)
• Globally minimizing a class of linear multiplicative forms via simplicial branch-and-bound (Q6162508) (← links)
• An effective global algorithm for worst-case linear optimization under polyhedral uncertainty (Q6166102) (← links)
• Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints (Q6166654) (← links)
• Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391) (← links)