Pages that link to "Item:Q1762459"
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The following pages link to Globally solving nonconvex quadratic programming problems via completely positive programming (Q1762459):
Displaying 50 items.
- An efficient global algorithm for a class of indefinite separable quadratic programs (Q304230) (← links)
- Exactness conditions for an SDP relaxation of the extended trust region problem (Q315474) (← links)
- Bounds tightening based on optimality conditions for nonconvex box-constrained optimization (Q506441) (← links)
- An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints (Q513160) (← links)
- DC decomposition based branch-and-bound algorithms for box-constrained quadratic programs (Q723488) (← links)
- A new branch-and-cut algorithm for non-convex quadratic programming via alternative direction method and semidefinite relaxation (Q820743) (← links)
- A successive linear approximation algorithm for the global minimization of a concave quadratic program (Q827382) (← links)
- Globally solving nonconvex quadratic programming problems with box constraints via integer programming methods (Q1621692) (← links)
- A spatial branch-and-cut method for nonconvex QCQP with bounded complex variables (Q1675255) (← links)
- A branch and bound algorithm for nonconvex quadratic optimization with ball and linear constraints (Q1679484) (← links)
- Domain reduction techniques for global NLP and MINLP optimization (Q1699520) (← links)
- Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization (Q1704915) (← links)
- On global optimization with indefinite quadratics (Q1707078) (← links)
- New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation (Q1741128) (← links)
- A new algorithm for concave quadratic programming (Q2010088) (← links)
- Penalized semidefinite programming for quadratically-constrained quadratic optimization (Q2022173) (← links)
- Computing mixed strategies equilibria in presence of switching costs by the solution of nonconvex QP problems (Q2044489) (← links)
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation (Q2044572) (← links)
- Adaptive global algorithm for solving box-constrained non-convex quadratic minimization problems (Q2073059) (← links)
- QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs (Q2088967) (← links)
- Compact mixed-integer programming formulations in quadratic optimization (Q2089884) (← links)
- A distributionally robust optimization approach for two-stage facility location problems (Q2195563) (← links)
- Outer-product-free sets for polynomial optimization and oracle-based cuts (Q2196293) (← links)
- Global solutions of nonconvex standard quadratic programs via mixed integer linear programming reformulations (Q2231320) (← links)
- A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs (Q2244199) (← links)
- A binarisation heuristic for non-convex quadratic programming with box constraints (Q2294229) (← links)
- Completely positive reformulations for polynomial optimization (Q2349130) (← links)
- Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time (Q2364490) (← links)
- A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming (Q2633541) (← links)
- A computational study on QP problems with general linear constraints (Q2673522) (← links)
- The CP-Matrix Approximation Problem (Q2790067) (← links)
- Sum of Squares Certificates for Containment of $\mathcal{H}$-Polytopes in $\mathcal{V}$-Polytopes (Q2804545) (← links)
- Relaxing Nonconvex Quadratic Functions by Multiple Adaptive Diagonal Perturbations (Q2826815) (← links)
- Dynamically generated cutting planes for mixed-integer quadratically constrained quadratic programs and their incorporation into GloMIQO 2 (Q2943816) (← links)
- Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation (Q3194703) (← links)
- Solving Quadratic Programming by Cutting Planes (Q4634098) (← links)
- Global solution of non-convex quadratically constrained quadratic programs (Q4646675) (← links)
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties (Q4995064) (← links)
- A simultaneous diagonalization-based quadratic convex reformulation for nonconvex quadratically constrained quadratic program (Q5038154) (← links)
- Cutting Plane Generation through Sparse Principal Component Analysis (Q5081781) (← links)
- A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity (Q5084603) (← links)
- Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques (Q5139846) (← links)
- (Q5158522) (← links)
- Semidefinite Approaches for MIQCP: Convex Relaxations and Practical Methods (Q5351613) (← links)
- Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems (Q5501200) (← 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)
- (Global) optimization: historical notes and recent developments (Q6114910) (← 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)
