A polynomially bounded algorithm for a singly constrained quadratic program
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3643026 (Why is no real title available?)
- scientific article; zbMATH DE number 3668345 (Why is no real title available?)
- A Problem in Optimum Allocation
- An Effective Subgradient Procedure for Minimal Cost Multicommodity Flow Problems
- On an Allocation Problem with Multistage Constraints
- Technical Note—Allocation of Effort Resources among Competing Activities
- Technical Note—Computational Comparison among Three Multicommodity Network Flow Algorithms
- The theory of search: optimum distribution of search effort
- Validation of subgradient optimization
Cited in
(69)- Finding the projection onto the intersection of a closed half-space and a variable box
- On a discrete nonlinear and nonseparable knapsack problem
- Multicommodity network flows: A survey. II: Solution methods
- Complexity estimation for an algorithm of searching for zero of a piecewise linear convex function
- Projections onto order simplexes
- IMPROVED PROJECTED GRADIENT ALGORITHMS FOR SINGLY LINEARLY CONSTRAINED QUADRATIC PROGRAMS SUBJECT TO LOWER AND UPPER BOUNDS
- On properties of multi-dimensional statistical tables
- Solution of some convex separable resource allocation and production planning problems with bounds on the variables
- Variable fixing method by weighted average for the continuous quadratic knapsack problem
- Applying steepest-edge techniques to a network primal-dual algorithm
- Simple solution methods for separable mixed linear and quadratic knapsack problem
- The geometric properties of a class of nonsymmetric cones
- The equal flow problem
- B-subdifferentials of the projection onto the generalized simplex
- Minimization of a strictly convex separable function subject to convex separable inequality constraint and box constraints
- Solving embedded generalized network problems
- An incremental primal-dual method for generalized networks
- Convex quadratic programming with one constraint and bounded variables
- A class of mathematical programs with equilibrium constraints: a smooth algorithm and applications to contact problems
- Capacity planning in manufacturing and computer networks
- Approximation algorithms for indefinite quadratic programming
- Algorithms for bound constrained quadratic programming problems
- An efficient global algorithm for a class of indefinite separable quadratic programs
- Algorithms for the continuous nonlinear resource allocation problem -- new implementations and numerical studies
- A heuristic solution procedure for multicommodity integer flows
- A two-phase method for solving continuous rank-one quadratic knapsack problems
- A relaxed projection method for general integer quadratic knapsack problem.
- Shadow method for convex programming with application for Navy credit sea/shore rotation problem
- On the solution of multidimensional convex separable continuous knapsack problem with bounded variables
- A polynomial algorithm for minimum quadratic cost flow problems
- Issues in the implementation of the DSD algorithm for the traffic assignment problem
- A Newton's method for the continuous quadratic knapsack problem
- An algorithm for a singly constrained class of quadratic programs subject upper and lower bounds
- Variable fixing algorithms for the continuous quadratic Knapsack problem
- On the solution of concave knapsack problems
- A breakpoint search approach for convex resource allocation problems with bounded variables
- Application of the dual active set algorithm to quadratic network optimization
- An O(n) algorithm for quadratic knapsack problems
- Local minima for indefinite quadratic knapsack problems
- Convex programming with single separable constraint and bounded variables
- A pegging algorithm for the nonlinear resource allocation problem
- An efficient Hessian based algorithm for singly linearly and box constrained least squares regression
- A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals
- The notion of a rational convex program, and an algorithm for the Arrow-Debreu Nash bargaining game
- On the continuous quadratic knapsack problem
- A survey on the continuous nonlinear resource allocation problem
- The nonlinear knapsack problem - algorithms and applications
- Application and Evaluation of the Signal Traffic Control Strategy TUC in Chania
- Quadratic resource allocation with generalized upper bounds
- An O(n^ 2) active set method for solving a certain parametric quadratic program
- On the long-only minimum variance portfolio under single factor model
- Minimizing a convex separable exponential function subject to linear equality constraint and bounded variables
- Towards a strongly polynomial algorithm for strictly convex quadratic programs: An extension of Tardos' algorithm
- Nonlinear integer programming for optimal allocation in stratified sampling
- Comparative study of two fast algorithms for projecting a point to the standard simplex
- An equivalent subproblem relaxation for improving the solution of a class of transportation scheduling problems
- The stochastic linear continuous type knapsack problem: A generalized P model
- Minimizing a stochastic convex function subject to stochastic constraints and some applications
- An optimal subgradient algorithm for large-scale bound-constrained convex optimization
- Breakpoint searching algorithms for the continuous quadratic knapsack problem
- New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
- Minimum variance allocation among constrained intervals
- Efficient projection onto the intersection of a half-space and a box-like set and its generalized Jacobian
- Fast algorithm for singly linearly constrained quadratic programs with box-like constraints
- Convergent Lagrangian heuristics for nonlinear minimum cost network flows
- An efficient method for minimizing a convex separable logarithmic function subject to a convex inequality constraint or linear equality constraint
- The asymmetric m-travelling salesman problem: A duality based branch-and- bound algorithm
- Decision model and analysis for investment interest expense deduction and allocation
- An efficient hybrid algorithm for the separable convex quadratic knapsack problem
This page was built for publication: A polynomially bounded algorithm for a singly constrained quadratic program
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3899825)