An algorithm for indefinite quadratic programming with convex constraints
From MaRDI portal
The authors present a new branch-and-bound method for solving the following problem: \[ \min(f(x,y)=p^ T x+x^ T My+q^ T y: (x,y)\in S), \] where \(S\subset R^ n\times R^ m\) is a closed convex non-empty set, \(p\in R^ n\) and \(q\in R^ m\) are given vectors and \(M\) is a given \(n\times m\) matrix. The branching here is a simplex bisection and the bounding operation is connected with the solution of \((m+1)\) convex subprograms and in the case if \(S\) is a polyhedron these subprograms are even linear.
Recommendations
- An algorithm for indefinite integer quadratic programming
- A new branch-and-bound algorithm for indefinite quadratic programming problems
- A new branch and bound algorithm for indefinite integer quadratic programs
- scientific article; zbMATH DE number 1795733
- Branch-and-bound method for the minimization problem for a nonconvex quadratic function under convex quadratic constraints
Cites work
- An algorithm for nonconvex programming problems
- Constrained global optimization: algorithms and applications
- scientific article; zbMATH DE number 3459377 (Why is no real title available?)
- Jointly Constrained Biconvex Programming
- On finding new vertices and redundant constraints in cutting plane algorithms for global optimization
Cited in
(18)- Method for minimizing a convex-concave function over a convex set
- A new semidefinite programming bound for indefinite quadratic forms over a simplex
- MINQ8: general definite and bound constrained indefinite quadratic programming
- A reformulation-convexification approach for solving nonconvex quadratic programming problems
- A new algorithm for solving the general quadratic programming problem
- A global optimization algorithm using linear relaxation
- An algorithm for indefinite integer quadratic programming
- Branch-and-bound method for the minimization problem for a nonconvex quadratic function under convex quadratic constraints
- An Algorithm for Unconstrained Quadratically Penalized Convex Optimization
- An Algorithm for Convex Quadratic Programming That Requires O(n3.5L) Arithmetic Operations
- An unconstrained convex programming approach to solving convex quadratic programming problems
- An algorithm for quadratic optimization with one quadratic constraint and bounds on the variables
- scientific article; zbMATH DE number 1795733 (Why is no real title available?)
- A derivative algorithm for inexact quadratic program -- application to environmental decision-making under uncertainty
- Combined branch-and-bound and cutting plane methods for solving a class of nonlinear programming problems
- An algorithm for solving convex programs with an additional convex- concave constraint
- Decomposition methods for solving nonconvex quadratic programs via branch and bound
- A computational comparison of some branch and bound methods for indefinite quadratic programs
This page was built for publication: An algorithm for indefinite quadratic programming with convex constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1180839)
