Constrained global optimization: algorithms and applications
3-dimensional assignmentbilinear programmingBranch and Boundconcave cost network problemcutting plane methodsKuhn-Tucker conditionsnonconvex quadratic problems
Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Boolean programming (90C09) Integer programming (90C10) Quadratic programming (90C20) Convex programming (90C25) Combinatorial optimization (90C27) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Programming involving graphs or networks (90C35)
The book is divided into ten chapters. Chapter One, entitled Convex Sets and Functions, is devoted to mathematical preliminaries. Chapter Two has two main sections, one devoted to Kuhn-Tucker conditions, the other one to convex quadratic problems solvable in polynomial time. Algorithms based on Kuhn-Tucker conditions, and the approaches proposed by Shor, Khachiyan and Karmarkar are mentioned. Chapter Three deals with combinatorial optimization problems which can be formulated as nonconvex quadratic problems. The topics include linear and quadratic 0-1 programming, the quadratic and the 3-dimensional assignment problems, bilinear programming and the linear complementarity problems. Chapter Four ``Enumerative methods in Nonconvex Programming, deals in the global concave minimization by ranking the extreme points, with the construction of linear underestimating functions, presents an algorithm (proposed by Manas) for the indefinite quadratic problem and mentions an algorithm by Zangwill for the concave cost network problem. Chapter Five is devoted to the cutting plane methods and Chapter Six to Branch and Bound methods. Chapter Seven is devoted to bilinear programming for nonconvex (and convex) quadratic problems. Chapter Eight is devoted to large scale problems with linear constraints and a quadratic objective function. Chapters Nine and Ten deal with the methods and the test problems for global indefinite quadratic programming problems. Each chapter contains some exercises and a substantial list of references; in addition to that, a bibliography of references for constrained global optimization is presented at the end of the book (237 titles).
- A local exploration-based differential evolution algorithm for constrained global optimization
- Deterministic global optimization with partition sets whose feasibility is not known: Application to concave minimization, reserve convex constraints, DC-programming and Lipschitzian optimization
- Global minimization of indefinite quadratic problems
- Quadratic problems defined on a convex hull of points
- Checking local optimality in constrained quadratic programming is NP- hard
- Convergence and restart in branch-and-bound algorithms for global optimization. Application to concave minimization and d.c. optimization problems
- Parallel search algorithms in global optimization
- A parallel algorithm for constrained concave quadratic global minimization
- Modification, implementation and comparison of three algorithms for globally solving linearly constrained concave minimization problems
- Special cases of the quadratic assignment problem
- Dual quadratic estimates in polynomial and Boolean programming
- The interactive fixed charge inhomogeneous flows optimization problem
- Method for minimizing a convex-concave function over a convex set
- Quadratic programming with one negative eigenvalue is NP-hard
- Parametric simplex algorithms for solving a special class of nonconvex minimization problems
- An all-linear programming relaxation algorithm for optimizing over the efficient set
- An algorithm for indefinite quadratic programming with convex constraints
- An interior point algorithm to solve computationally difficult set covering 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
- On solving a d.c. programming problem by a sequence of linear programs
- A new simplicial cover technique in constrained global optimization
- Reduction of indefinite quadratic programs to bilinear programs
- A global optimization algorithm for polynomial programming problems using a reformulation-linearization technique
- On nonconvex optimization problems with separated nonconvex variables
- Unconstrained 0-1 nonlinear programming: A nondifferentiable approach
- On affine scaling algorithms for nonconvex quadratic programming
- Convergence qualification of adaptive partition algorithms in global optimization
- An application of Lipschitzian global optimization to product design
- Algorithms for the single-source uncapacitated minimum concave-cost network flow problem
- A parametric successive underestimation method for convex multiplicative programming problems
- Dual estimates in multiextremal problems
- Generating quadratic assignment test problems with known optimal permutations
- A bisection-extreme point search algorithm for optimizing over the efficient set in the linear dependence case
- Linear multiplicative programming
- Nonlinear programming for multiperiod capacity planning in a manufacturing system
- Modified \(r\)-algorithm to find the global minimum of polynomial functions
- An approximate approach of global optimization for polynomial programming problems
- Handbook of test problems in local and global optimization
- A solution approach to the fixed charge network flow problem using a dynamic slope scaling procedure
- Parallel computing in nonconvex programming
- A remark on the GOP algorithm for global optimization
- Isotropic effective energy simulated annealing searches for low energy molecular cluster states
- A new technique for generating quadratic programming test problems
- A finite algorithm for solving general quadratic problems
- Global minimization of a generalized convex multiplicative function
- The maximum clique problem
- Optimization methods for computing global minima of nonconvex potential energy functions
- A finite, nonadjacent extreme-point search algorithm for optimization over the efficient set
- Conical algorithm for the global minimization of linearly constrained decomposable concave minimization problems
- Primal-relaxed dual global optimization approach
- Optimization over the efficient set: Four special cases
- Application of Bayesian approach to numerical methods of global and stochastic optimization
- On the solution and complexity of a generalized linear complementarity problem
- A finite concave minimization algorithm using branch and bound and neighbor generation
- On the role of continuously differentiable exact penalty functions in constrained global optimization
- A composite branch and bound, cutting plane algorithm for concave minimization over a polyhedron
- An algorithm for solving general D. C. programming problems
- Branch-and-bound decomposition approach for solving quasiconvex-concave programs
- Convex programs with an additional constraint on the product of several convex functions
- Multilinear programming: Duality theories
- Lower bounds for the quadratic assignment problem
- Global optimization conditions for certain nonconvex minimization problems
- On the construction of test problems for concave minimization algorithms
- On constrained infinite-time linear quadratic optimal control
- Multiplicative programming problems: Analysis and efficient point search heuristic
- Lagrange duality and partitioning techniques in nonconvex global optimization
- On the complexity of approximating a KKT point of quadratic programming
- Solving spread spectrum radar polyphase code design problem by tabu search and variable neighbourhood search.
- Best ellipsoidal relaxation to solve a nonconvex problem.
- The search for substationarity points in the unilateral contact problems with nonmonotone friction.
- Linearization method of global optimization for generalized geometric programming
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- An exact solution method for reliability optimization in complex systems
- On approximation algorithms for concave mixed-integer quadratic programming
- On the use of optimization models for portfolio selection: A review and some computational results
- Decomposition methods for solving a class of nonconvex programming problems dealing with bilinear and quadratic functions
- A relaxation method for nonconvex quadratically constrained quadratic programs
- Verified solution of large systems and global optimization problems
- Nonconvex optimization over a polytope using generalized capacity improvement
- Constructing large feasible suboptimal intervals for constrained nonlinear optimization
- On the numerical treatment of nonconvex energy problems of mechanics
- A reformulation-convexification approach for solving nonconvex quadratic programming problems
- Necessary and sufficient condition for local minima of a class of nonconvex quadratic programs
- A new algorithm for solving the general quadratic programming problem
- Delamination of composites as a substationarity problem: Numerical approximation and algorithms
- Integral global minimization: Algorithms, implementations and numerical tests
- An algorithm for maximizing a convex function over a simple set
- Global optimization with a limited solution time
- Analytical solutions to the optimization of a quadratic cost function subject to linear and quadratic equality constraints
- Characterizing global optimality for DC optimization problems under convex inequality constraints
- Decomposition branch and bound method for globally solving linearly constrained indefinite quadratic minimization problems
- An exact penalty function method for nonlinear mixed discrete programming problems
- A new penalty parameter for linearly constrained 0--1 quadratic programming problems
- A deterministic annealing algorithm for the minimum concave cost network flow problem
- TABU search methodology in global optimization
- \textsc{Oscars}-II: an algorithm for bound constrained global optimization
- Exact dual bounds for some nonconvex minimax quadratic optimization problems
- On the convergence properties of scaled gradient projection methods with non-monotone Armijo-like line searches
- Hybrid limited memory gradient projection methods for box-constrained optimization problems
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