Lagrange Multipliers and Nonconvex Programs

Cited in

(30)

A general class of branch-and-bound methods in global optimization with some new approaches for concave minimization
Using convex envelopes to solve the interactive fixed-charge linear programming problem
A note on the duality gap in nonconvex optimization and a very simple procedure for bid evaluation type problems
Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
Global optimization of concave functions subject to quadratic constraints: An application in nonlinear bilevel programming
Generalized bilinear programming. I: Models, applications and linear programming relaxation
A new reformulation-linearization technique for bilinear programming problems
Target set reachability criteria for dynamical systems described by inaccurate models
Lagrange duality and partitioning techniques in nonconvex global optimization
Bounds for global optimization of capacity expansion and flow assignment problems
Optimal spares allocation to an exchangeable-item repair system with tolerable wait
Duality gaps in nonconvex stochastic optimization
Optimizing stop plan and tickets allocation for high-speed railway based on uncertainty theory
An extended formulation for two-stage stochastic unit commitment with reserves
An explicit characterization of the convex envelope of a bivariate bilinear function over special polytopes
A branch-and-bound method for discretely-constrained mathematical programs with equilibrium constraints
On solving nonconvex optimization problems by reducing the duality gap
On a primal-proximal heuristic in discrete optimization
A primal-proximal heuristic applied to the French unit-commitment problem
On piecewise linear approximations of bilinear terms: structural comparison of univariate and bivariate mixed-integer programming formulations
Decomposition algorithm for large-scale two-stage unit-commitment
Separable convexification and DCA techniques for capacity and flow assignment problems.
Methods for optimizing over the efficient and weakly efficient sets of an affine fractional vector optimization program
Supports and convex envelopes
Bounding a class of nonconvex linearly-constrained resource allocation problems via the surrogate dual
On the relation between concavity cuts and the surrogate dual for convex maximization problems
Estimation theory for nonlinear models and set membership uncertainty
Jointly constrained bilinear programs and related problems: An overview
New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability
Existence and sum decomposition of vertex polyhedral convex envelopes

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