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)
- Unconstrained 0-1 nonlinear programming: A nondifferentiable approach
- Parallelizing simulated annealing algorithms based on high-performance computer
- Global maximization of a generalized concave multiplicative function
- Reduction of indefinite quadratic programs to bilinear programs
- The interactive fixed charge inhomogeneous flows optimization problem
- On the complexity of approximating a KKT point of quadratic programming
- 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
- Allocating procurement to capacitated suppliers with concave quantity discounts
- Solving nonlinear equation systems via global partition and search: Some experimental results
- Globally optimized calibration of environmental models
- An implicit enumeration method for global optimization problems
- Analytical solutions to the optimization of a quadratic cost function subject to linear and quadratic equality constraints
- Global optimization from concave minimization to concave mixed variational inequality
- Convexification and concavification for a general class of global optimization problems
- Decomposition branch and bound method for globally solving linearly constrained indefinite quadratic minimization problems
- Problem-method classification in optimization and control
- Integral global optimization method for differential games with application to pursuit-evasion games
- A new bound-and-reduce approach of nonconvex quadratic programming problems
- Optimization over the efficient set: Four special cases
- Multilinear programming: Duality theories
- Exceptional families of elements for set-valued mappings: an application to nonlinear complementarity problems
- 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
- A new filled function method applied to unconstrained global optimization
- Stochastic modelling and optimization for environmental management
- Interior-point algorithms for global optimization
- Set partition by globally optimized cluster seed points
- Modification, implementation and comparison of three algorithms for globally solving linearly constrained concave minimization problems
- scientific article; zbMATH DE number 4164557 (Why is no real title available?)
- A two-phase gradient method for quadratic programming problems with a single linear constraint and bounds on the variables
- A new algorithm for solving the general quadratic programming problem
- Quadratic problems defined on a convex hull of points
- A parametric successive underestimation method for convex multiplicative programming problems
- Computational complexity of norm-maximization
- Separable concave minimization via partial outer approximation and branch and bound
- TABU search methodology in global optimization
- Global optimization with a limited solution time
- Checking local optimality in constrained quadratic programming is NP- hard
- Special cases of the quadratic assignment problem
- Decomposition methods for solving a class of nonconvex programming problems dealing with bilinear and quadratic functions
- \textsc{Oscars}-II: an algorithm for bound constrained global optimization
- On the role of continuously differentiable exact penalty functions in constrained global optimization
- On solving general reverse convex programming problems by a sequence of linear programs and line searches
- Improving an optimization-based framework for sensitivity analysis in multi-criteria decision-making
- Parallel search algorithms in global optimization
- Concave minimization via conical partitions and polyhedral outer approximation
- A deterministic global optimization algorithm based on a linearizing method for nonconvex quadratically constrained programs
- An algorithm for indefinite quadratic programming with convex constraints
- Method for minimizing a convex-concave function over a convex set
- Deterministic methods in constrained global optimization: Some recent advances and new fields of application
- Convex programs with an additional constraint on the product of several convex functions
- An application of Lipschitzian global optimization to product design
- Sharp bounds for the maximum of the chi-square index in a class of contingency tables with given marginals
- Verified solution of large systems and global optimization problems
- Characterizing global optimality for DC optimization problems under convex inequality constraints
- A new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems
- A parallel algorithm for constrained concave quadratic global minimization
- An algorithm for concave integer minimization over a polyhedron
- On the solution and complexity of a generalized linear complementarity problem
- Promoting symmetric weight selection in data envelopment analysis: a penalty function approach
- An integral function and vector sequence method for unconstrained global optimization
- A solution approach to the fixed charge network flow problem using a dynamic slope scaling procedure
- Algorithms for the single-source uncapacitated minimum concave-cost network flow problem
- Dual estimates in multiextremal problems
- An algorithm for maximizing a convex function over a simple set
- Solving nonlinearly constrained global optimization problem via an auxiliary function method
- An algorithm for a singly constrained class of quadratic programs subject upper and lower bounds
- Global optimization algorithms for linearly constrained indefinite quadratic problems
- The search for substationarity points in the unilateral contact problems with nonmonotone friction.
- RelaxMCD: smooth optimisation for the minimum covariance determinant estimator
- Solving spread spectrum radar polyphase code design problem by tabu search and variable neighbourhood search.
- A modified real coded genetic algorithm for constrained optimization
- Nonconvex quadratically constrained quadratic programming: Best D.C. Decompositions and their SDP representations
- A filled function method for constrained global optimization
- Graph separation techniques for quadratic zero-one programming
- General variable neighborhood search for the continuous optimization
- A reformulation framework for global optimization
- A relaxation method for nonconvex quadratically constrained quadratic programs
- A global optimization algorithm for polynomial programming problems using a reformulation-linearization technique
- A note on adapting methods for continuous global optimization to the discrete case
- A remark on the GOP algorithm for global optimization
- Facility location and capacity acquisition: An integrated approach
- Dynamic slope scaling and trust interval techniques for solving concave piecewise linear network flow problems
- Modified \(r\)-algorithm to find the global minimum of polynomial functions
- Nonlinear programming for multiperiod capacity planning in a manufacturing system
- A reformulation-convexification approach for solving nonconvex quadratic programming problems
- Algorithms for the solution of quadratic knapsack problems
- Effective relaxation for microstructure simulations: algorithms and applications
- Estimation theory for nonlinear models and set membership uncertainty
- Approximation algorithms for indefinite quadratic programming
- Non-degenerate necessary optimality conditions for the optimal control problem with equality-type state constraints
- Duality bound method for the general quadratic programming problem with quadratic constraints
- A finite algorithm for solving general quadratic problems
- New results on the equivalence between zero-one programming and continuous concave programming
- Optimization methods for computing global minima of nonconvex potential energy functions
- New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
- Active constraints, indefinite quadratic test problems, and complexity
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