Computational experience with a new class of convex underestimators: Box-constrained NLP problems
From MaRDI portal
Recommendations
- A new class of improved convex underestimators for twice continuously differentiable constrained NLPs
- Convex quadratic underestimation and Branch and Bound for univariate global optimization with one nonconvex constraint
- New underestimator for univariate global optimization
- Tight convex underestimators for \({{\mathcal C}^2}\)-continuous problems. I: Univariate functions
- Rigorous convex underestimators for general twice-differentiable problems
Cited in
(35)- Geometric conditions for Kuhn-Tucker sufficiency of global optimality in mathematical programming
- Tight convex underestimators for \({{\mathcal C}^2}\)-continuous problems. I: Univariate functions
- Tight convex underestimators for \({\mathcal{C}^2}\)-continuous problems. II: Multivariate functions
- Petroleum refinery optimization
- Canonical duality for box constrained nonconvex and nonsmooth optimization problems
- An edge-concave underestimator for the global optimization of twice-differentiable nonconvex problems
- Arbitrarily tight \(\alpha \mathrm{BB}\) underestimators of general non-linear functions over sub-optimal domains
- A generalization of the classical BB convex underestimation via diagonal and nondiagonal quadratic terms
- A review of deterministic optimization methods in engineering and management
- On the efficient Gerschgorin inclusion usage in the global optimization \(\alpha\)BB method
- Tighter \(\alpha \mathrm{BB}\) relaxations through a refinement scheme for the scaled Gerschgorin theorem
- On the functional form of convex underestimators for twice continuously differentiable functions
- A new class of improved convex underestimators for twice continuously differentiable constrained NLPs
- Convex relaxation for solving posynomial programs
- A modification of the \(\alpha \mathrm{BB}\) method for box-constrained optimization and an application to inverse kinematics
- Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
- Sufficient global optimality conditions for multi-extremal smooth minimisation problems with bounds and linear matrix inequality constraints
- A reformulation framework for global optimization
- Solving the canonical dual of box- and integer-constrained nonconvex quadratic programs via a deterministic direct search algorithm
- Efficient Convexification Strategy for Generalized Geometric Programming Problems
- Global optimality of quadratic minimization over symmetric polytopes
- Performance of convex underestimators in a branch-and-bound framework
- An extension of the \(\alpha\mathrm{BB}\)-type underestimation to linear parametric Hessian matrices
- A new algorithm for box-constrained global optimization
- Convergence rate of McCormick relaxations
- A new improved convex underestimator for univariate functions in global optimization
- New technique for solving multivariate global optimization
- Continuous GRASP with a local active-set method for bound-constrained global optimization
- Solution to nonconvex quadratic programming with both inequality and box constraints
- A review of recent advances in global optimization
- Global optimality conditions for cubic minimization problems with cubic constraints
- Global minimization of difference of quadratic and convex functions over box or binary constraints
- Convex underestimation for posynomial functions of positive variables
- A new global optimization method for univariate constrained twice-differentiable NLP problems
- Solutions to quadratic minimization problems with box and integer constraints
This page was built for publication: Computational experience with a new class of convex underestimators: Box-constrained NLP problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1768613)