On Connections Between Zero-One Integer Programming and Concave Programming Under Linear Constraints
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(51)- Inscribed ball and enclosing box methods for the convex maximization problem
- Separable concave minimization via partial outer approximation and branch and bound
- On some connections among variational inequalities, combinatorial and continuous optimization
- Penalty formulation for zero-one nonlinear programming
- Computer experiments on quadratic programming algorithms
- Global optimization algorithm for solving linear multiplicative programming problems
- Quasi-concave minimization subject to linear constraints
- Nondifferentiable reverse convex programs and facetial convexity cuts via a disjunctive characterization
- On an exact penalty function method for nonlinear mixed discrete programming problems and its applications in search engine advertising problems
- Continuous reformulations for zero-one programming problems
- Introduction to QUBO
- A new branch and bound method for solving linear multiplicative programming problems
- An efficient branch-and-bound algorithm using an adaptive branching rule with quadratic convex relaxation for globally solving general linear multiplicative programs
- Global minimization of large-scale constrained concave quadratic problems by separable programming
- New results on the equivalence between zero-one programming and continuous concave programming
- A fundamental problem in linear inequalities with applications to the travelling salesman problem
- Integrality gap minimization heuristics for binary mixed integer nonlinear programming
- Convergence of a subgradient method for computing the bound norm of matrices
- Maximization of A convex quadratic function under linear constraints
- On the global minimization of concave functions
- Outer space branch and bound algorithm for solving linear multiplicative programming problems
- A cutting plane algorithm for solving bilinear programs
- An outer space branch-reduction-bound algorithm using second-order cone relaxation with regional reduction strategy for solving equivalent generalized linear multiplicative programming
- An outcome space algorithm for solving general linear multiplicative programming
- A self-adjustable branch-and-bound algorithm for solving linear multiplicative programming
- Exact penalty functions for nonlinear integer programming problems
- Lagrangian duality of concave minimization subject to linear constraints and an additional facial reverse convex constraint
- A simplicial branch and bound duality-bounds algorithm to linear multiplicative programming
- On exact and inexact RLT and SDP-RLT relaxations of quadratic programs with box constraints
- Continuous quadratic programming formulations of optimization problems on graphs
- An interior point algorithm to solve computationally difficult set covering problems
- Reduction of indefinite quadratic programs to bilinear programs
- A relaxation algorithm for the minimization of a quasiconcave function on a convex polyhedron
- Penalty for zero–one integer equivalent problem
- Convergence of a continuous approach for zero-one programming problems
- On duality for Boolean programming
- A composite branch and bound, cutting plane algorithm for concave minimization over a polyhedron
- On distributionally robust generalized Nash games defined over the Wasserstein ball
- A smoothing method for zero--one constrained extremum problems
- Combinatorial optimization in Nash games
- Integer programming and convex analysis: Intersection cuts from outer polars
- Global maximization of a generalized concave multiplicative function
- Membership functions, some mathematical programming models and production scheduling
- On cutting planes for cardinality-constrained linear programs
- Lagrangean duality for facial programs with applications to integer and complementarity problems
- Cut search methods in integer programming
- On a finite branch and bound algorithm for the global minimization of a concave power law over a polytope
- A branch and bound-outer approximation algorithm for concave minimization over a convex set
- A gradient-based approach for discrete optimum design
- An exact penalty global optimization approach for mixed-integer programming problems
- Depth-optimized convexity cuts
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