On solving nonconvex optimization problems by reducing the duality gap
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Cites work
- scientific article; zbMATH DE number 1304342 (Why is no real title available?)
- scientific article; zbMATH DE number 1488016 (Why is no real title available?)
- scientific article; zbMATH DE number 1495709 (Why is no real title available?)
- A relaxation method for nonconvex quadratically constrained quadratic programs
- An Algorithm for Separable Nonconvex Programming Problems
- Convergence of duality bound method in partly convex programming
- Convex analysis and global optimization
- Duality bound method for the general quadratic programming problem with quadratic constraints
- Global minimization by reducing the duality gap
- Lagrange Multipliers and Nonconvex Programs
- Lagrangian bounds in multiextremal polynomial and discrete optimization problems
- Nondifferentiable optimization and polynomial problems
Cited in
(14)- A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity
- On local search in d.c. optimization problems
- Extended duality for nonlinear programming
- Duality Bound Methods in Global Optimization
- Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization
- A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints
- Convergence of duality bound method in partly convex programming
- On The Reduction of Duality Gap in Box Constrained Nonconvex Quadratic Program
- Duality gaps in nonconvex stochastic optimization
- Methods for optimizing over the efficient and weakly efficient sets of an affine fractional vector optimization program
- scientific article; zbMATH DE number 3902417 (Why is no real title available?)
- Enhancing the normalized multiparametric disaggregation technique for mixed-integer quadratic programming
- A proximal extension of the column generation method to nonconvex conic optimization providing bounds for the duality gap
- On a decomposition method for nonconvex global optimization
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