Dual bounds and optimality cuts for all-quadratic programs with convex constraints (Q5929999)
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scientific article; zbMATH DE number 1587231
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English | Dual bounds and optimality cuts for all-quadratic programs with convex constraints |
scientific article; zbMATH DE number 1587231 |
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Dual bounds and optimality cuts for all-quadratic programs with convex constraints (English)
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8 November 2001
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For the all-quadratic optimization problem with convex constraints optimality cuts are introduced which cut off a given local minimizer from the feasible set. A branch-and-bound algorithm is proposed that uses optimality cuts which are finite if all global minimizers satisfy a certain second order condition. The optimality cuts are based on a dual problem with additional redundant conditions. This technique is also used to derive tight lower bounds as well as to construct dual bounds for certain problems with zero duality gap.
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global optimization
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all-quadratic optimization
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branch-and-bound algorithm
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optimality cuts
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duality gap
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