Global optimization algorithm for mixed integer quadratically constrained quadratic program

DOI10.1016/J.CAM.2016.12.037MaRDI QIDQ515761zbMATH OpenOpenAlexFDO

Authors Yingfeng Zhao, Sanyang Liu

Publication date 16 March 2017

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2016.12.037

zbMATH Keywords

global optimizationbranch and boundmixed integer quadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Mixed integer programming (90C11)

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Cites work

• scientific article; zbMATH DE number 3821078 (Why is no real title available?)
• A branch and cut algorithm for nonconvex quadratically constrained quadratic programming
• A provable better Branch and Bound method for a nonconvex integer quadratic programming problem
• A relaxation method for nonconvex quadratically constrained quadratic programs
• A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs
• A simplicial branch-and-bound method for solving nonconvex all-quadratic programs
• Constrained global optimization: algorithms and applications
• Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
• Exact quadratic convex reformulations of mixed-integer quadratically constrained problems
• GLOMIQO: global mixed-integer quadratic optimizer
• Global optimality conditions and optimization methods for quadratic integer programming problems
• Global optimization method for linear multiplicative programming
• Global optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxations
• Multiterm polyhedral relaxations for nonconvex, quadratically constrained quadratic programs
• Nonconvex quadratically constrained quadratic programming: Best D.C. Decompositions and their SDP representations
• Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach

Cited in

(14)

• A global optimization algorithm for indefinite quadratically constrained quadratic programs
• An effective global optimization algorithm for quadratic programs with quadratic constraints
• A new SOCP relaxation of nonconvex quadratic programming problems with a few negative eigenvalues
• General four-step discrete-time zeroing and derivative dynamics applied to time-varying nonlinear optimization
• Global algorithm for solving linear multiplicative programming problems
• A new local and global optimization method for mixed integer quadratic programming problems
• Outer space branch and bound algorithm for solving linear multiplicative programming problems
• A self-adjustable branch-and-bound algorithm for solving linear multiplicative programming
• Global solution of non-convex quadratically constrained quadratic programs
• A new global optimization algorithm for mixed-integer quadratically constrained quadratic fractional programming problem
• Global optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxations
• GLOMIQO: global mixed-integer quadratic optimizer
• An efficient spatial branch-and-bound algorithm using an adaptive branching rule for linear multiplicative programming
• Global optimality conditions for mixed integer quadratic programming problems

Describes a project that uses

Uses Software

• GloMIQO
• MINLPLib

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