Pages that link to "Item:Q1924614"

The following pages link to Decomposition branch and bound method for globally solving linearly constrained indefinite quadratic minimization problems (Q1924614):

Displaying 24 items.

• An efficient combined DCA and B\&B using DC/SDP relaxation for globally solving binary quadratic programs (Q604951) (← links)
• Solving a class of low rank d.c. programs via a branch and bound approach: a computational experience (Q613323) (← links)
• A branch and reduce approach for solving a class of low rank d.c. programs (Q732158) (← links)
• Decomposition methods for solving nonconvex quadratic programs via branch and bound (Q811889) (← links)
• DC programming techniques for solving a class of nonlinear bilevel programs (Q839322) (← links)
• A computational comparison of some branch and bound methods for indefinite quadratic programs (Q940829) (← links)
• An efficient algorithm for solving convex-convex quadratic fractional programs (Q946299) (← links)
• Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems (Q1035283) (← links)
• A continuous DC programming approach for resource allocation in OFDMA/TDD wireless networks (Q1652272) (← links)
• A branch and bound algorithm for solving a class of D-C programming (Q1780534) (← links)
• A branch-and-bound algorithm embedded with DCA for DC programming (Q1954706) (← links)
• Minimization of the ratio of functions defined as sums of the absolute values (Q2483046) (← links)
• Mean-variance portfolio optimal problem under concave transaction cost (Q2490186) (← links)
• Minimal ellipsoid circumscribing a polytope defined by a system of linear inequalities (Q2494476) (← links)
• Optimization of a long-short portfolio under nonconvex transaction cost (Q2574062) (← links)
• Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs (Q2576446) (← links)
• A maximal predictability portfolio using absolute deviation reformulation (Q2655748) (← links)
• A branch-bound cut technique for non-linear fractional multi-objective optimization problems (Q2657552) (← links)
• Convex optimization approaches to maximally predictable portfolio selection (Q2926485) (← links)
• Stability of lagrangian duality for nonconvex quadratic programming. Solution methods and applications in computer vision (Q3124165) (← links)
• A MAXIMAL PREDICTABILITY PORTFOLIO MODEL: ALGORITHM AND PERFORMANCE EVALUATION (Q3503130) (← links)
• MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS (Q3523608) (← links)
• DC programming approach for portfolio optimization under step increasing transaction costs (Q3625227) (← links)
• PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL (Q5696859) (← links)