Constrained global optimization: algorithms and applications
bilinear programmingcutting plane methodsKuhn-Tucker conditionsnonconvex quadratic problemsBranch and Bound3-dimensional assignmentconcave cost network problem
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Programming involving graphs or networks (90C35) Combinatorial optimization (90C27) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Integer programming (90C10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Boolean programming (90C09) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
- Separable concave minimization via partial outer approximation and branch and bound
- Duality bound method for the general quadratic programming problem with quadratic constraints
- Active constraints, indefinite quadratic test problems, and complexity
- A two-phase gradient method for quadratic programming problems with a single linear constraint and bounds on the variables
- Modification, implementation and comparison of three algorithms for globally solving linearly constrained concave minimization problems
- Isotropic effective energy simulated annealing searches for low energy molecular cluster states
- Special cases of the quadratic assignment problem
- Unconstrained 0-1 nonlinear programming: A nondifferentiable approach
- Adaptive multi-surrogate-based constrained optimization method and its application
- A generalized duality and applications
- An outer approximation method for minimizing the product of several convex functions on a convex set
- 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
- Global optimality conditions for nonconvex minimization problems with quadratic constraints
- Dual quadratic estimates in polynomial and Boolean programming
- Analytical solutions to the optimization of a quadratic cost function subject to linear and quadratic equality constraints
- The maximum clique problem
- Parallel algorithms for global optimization problems
- On the numerical treatment of nonconvex energy problems of mechanics
- A new penalty parameter for linearly constrained 0--1 quadratic programming problems
- Hybrid limited memory gradient projection methods for box-constrained optimization problems
- An integral function and vector sequence method for unconstrained global optimization
- A modified real coded genetic algorithm for constrained optimization
- scientific article; zbMATH DE number 7705675 (Why is no real title available?)
- Verified solution of large systems and global optimization problems
- Closed-form formulas for evaluating \(r\)-flip moves to the unconstrained binary quadratic programming problem
- A general purpose exact solution method for mixed integer concave minimization problems
- An algorithm for concave integer minimization over a polyhedron
- Automatic loop shaping in QFT using hybrid optimization and constraint propagation techniques
- Method for minimizing a convex-concave function over a convex set
- An algorithm for indefinite quadratic programming with convex constraints
- Conical algorithm for the global minimization of linearly constrained decomposable concave minimization problems
- Topology optimization using the discrete element method. II: Material nonlinearity
- Algorithms for the single-source uncapacitated minimum concave-cost network flow problem
- Dual estimates in multiextremal problems
- Solving nonlinearly constrained global optimization problem via an auxiliary function method
- Checking local optimality in constrained quadratic programming is NP- hard
- Parallel branch and bound algorithms for quadratic zero-one programs on the hypercube architecture
- A new algorithm for solving the general quadratic programming problem
- Dynamic slope scaling and trust interval techniques for solving concave piecewise linear network flow problems
- Global optimization with a limited solution time
- Convex programs with an additional constraint on the product of several convex functions
- A parallel algorithm for constrained concave quadratic global minimization
- Non-degenerate necessary optimality conditions for the optimal control problem with equality-type state constraints
- Convexification and concavification for a general class of global optimization problems
- scientific article; zbMATH DE number 219844 (Why is no real title available?)
- Solvability of implicit complementarity problems
- A computational analysis of LCP methods for bilinear and concave quadratic programming
- Global optimization of concave functions subject to quadratic constraints: An application in nonlinear bilevel programming
- A solution approach to the fixed charge network flow problem using a dynamic slope scaling procedure
- Frequency domain iterative feedforward/feedback tuning for MIMO ANVC
- Exact dual bounds for some nonconvex minimax quadratic optimization problems
- A global optimization algorithm for polynomial programming problems using a reformulation-linearization technique
- On the solution and complexity of a generalized linear complementarity problem
- New results on the equivalence between zero-one programming and continuous concave programming
- An all-linear programming relaxation algorithm for optimizing over the efficient set
- Best ellipsoidal relaxation to solve a nonconvex problem.
- Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach
- Effective relaxation for microstructure simulations: algorithms and applications
- Decomposition methods for solving a class of nonconvex programming problems dealing with bilinear and quadratic functions
- Approximation algorithms for indefinite quadratic programming
- An algorithm for nonlinear optimization problems with binary variables
- A global optimization approach for solving the maximum clique problem
- \textsc{Oscars}-II: an algorithm for bound constrained global optimization
- Necessary and sufficient condition for local minima of a class of nonconvex quadratic programs
- Global optimization algorithms for linearly constrained indefinite quadratic problems
- An efficient global algorithm for indefinite separable quadratic knapsack problems with box constraints
- Solving nonlinear equation systems via global partition and search: Some experimental results
- On the role of continuously differentiable exact penalty functions in constrained global optimization
- RelaxMCD: smooth optimisation for the minimum covariance determinant estimator
- Allocating procurement to capacitated suppliers with concave quantity discounts
- scientific article; zbMATH DE number 4164557 (Why is no real title available?)
- Optimization over the efficient set: Four special cases
- A finite, nonadjacent extreme-point search algorithm for optimization over the efficient set
- Deterministic global optimization with partition sets whose feasibility is not known: Application to concave minimization, reserve convex constraints, DC-programming and Lipschitzian optimization
- Integral global minimization: Algorithms, implementations and numerical tests
- Constructing large feasible suboptimal intervals for constrained nonlinear optimization
- Nonconvex optimization over a polytope using generalized capacity improvement
- On solving a d.c. programming problem by a sequence of linear programs
- Convergence qualification of adaptive partition algorithms in global optimization
- A bisection-extreme point search algorithm for optimizing over the efficient set in the linear dependence case
- A randomized scheme for speeding up algorithms for linear and convex programming problems with high constraints-to-variables ratio
- Subdeterminants and concave integer quadratic programming
- Sharp bounds for the maximum of the chi-square index in a class of contingency tables with given marginals
- A remark on the GOP algorithm for global optimization
- A new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems
- A finite algorithm for solving general quadratic problems
- Optimization methods for computing global minima of nonconvex potential energy functions
- Stability of fractional order switching systems
- Feature extraction algorithms for constrained global optimization. I: Mathematical foundation
- Feature extraction algorithms for constrained global optimization. II: Batch process scheduling application
- Lagrange duality and partitioning techniques in nonconvex global optimization
- Lagrangian duality of concave minimization subject to linear constraints and an additional facial reverse convex constraint
- Parallel search algorithms in global optimization
- TABU search methodology in global optimization
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- Parametric simplex algorithms for solving a special class of nonconvex minimization problems
- Quadratic programming with one negative eigenvalue is NP-hard
- A simplicial branch and bound duality-bounds algorithm to linear multiplicative programming
- Parallel computing in nonconvex programming
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