DC Programming Approaches for BMI and QMI Feasibility Problems
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Cites work
- A cone programming approach to the bilinear matrix inequality problem and its geometry
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- A DC Programming Approach for Mixed-Integer Linear Programs
- A new reformulation-linearization technique for bilinear programming problems
- An efficient algorithm for globally minimizing a quadratic function under convex quadratic constraints
- An efficient DC programming approach for portfolio decision with higher moments
- Branch-and-cut algorithms for the bilinear matrix inequality eigenvalue problem
- Combining DCA (DC Algorithms) and interior point techniques for large-scale nonconvex quadratic programming
- Convex Analysis
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- CSDP, A C library for semidefinite programming
- DC optimization approach to robust controls: The optimal scaling value problem
- DC programming: overview.
- Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem
- Exact penalty in d. c. programming
- Global optimization for the biaffine matrix inequality problem
- scientific article; zbMATH DE number 439380 (Why is no real title available?)
- scientific article; zbMATH DE number 1495709 (Why is no real title available?)
- scientific article; zbMATH DE number 757676 (Why is no real title available?)
- scientific article; zbMATH DE number 966981 (Why is no real title available?)
- Introduction to global optimization.
- Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach
- Primal-relaxed dual global optimization approach
- Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
- Solving large scale molecular distance geometry problems by a smoothing technique via the Gaussian transform and D.C. programming
- Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
Cited in
(6)- On minimizing difference of a SOS-convex polynomial and a support function over a SOS-concave matrix polynomial constraint
- Improved dc programming approaches for solving the quadratic eigenvalue complementarity problem
- Inside-ellipsoid outside-sphere (IEOS) model for general bilinear feasibility problems: feasibility analysis and solution algorithm
- Variations and extension of the convex-concave procedure
- A variable metric and Nesterov extrapolated proximal DCA with backtracking for a composite DC program
- A boosted-DCA with power-sum-DC decomposition for linearly constrained polynomial programs
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