A global optimization algorithm using Lagrangian underestimates and the interval Newton method

DOI10.1023/A:1020383700229MaRDI QIDQ1810869zbMATH OpenOpenAlexFDO

Authors Tim Van Voorhis

Publication date 9 June 2003

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1020383700229

zbMATH Keywords

Lagrangian dualConvex underestimateInterval Newton methodQuadratically constrained quadratic program

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53) General methods in interval analysis (65G40)

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Cited in

(16)

• A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity
• An efficient algorithm for globally minimizing sum of quadratic ratios problem with nonconvex quadratic constraints
• A fast memoryless interval-based algorithm for global optimization
• A global optimization algorithm using linear relaxation
• Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons
• Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization
• Interval branch and bound with local sampling for constrained global optimization
• Enhancing the normalized multiparametric disaggregation technique for mixed-integer quadratic programming
• A novel optimization method for nonconvex quadratically constrained quadratic programs
• Branch-delete-bound algorithm for globally solving quadratically constrained quadratic programs
• Nonlinear robust optimization via sequential convex bilevel programming
• A global optimization algorithm based on Lagrangian dual
• Facets of a mixed-integer bilinear covering set with bounds on variables
• A global optimization algorithm using parametric linearization relaxation
• A deterministic global optimization algorithm based on a linearizing method for nonconvex quadratically constrained programs
• Using conical regularization in calculating Lagrangian estimates in quadratic optimization problems

Describes a project that uses

Uses Software

• INTOPT_90

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