A note on composite concave quadratic programming

DOI10.1016/S0167-6377(98)00035-2MaRDI QIDQ1306393zbMATH OpenFDO

Authors Leonid Churilov, Daniel Ralph, Moshe Sniedovich

Publication date 19 December 1999

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-6377(98)00035-2

zbMATH Keywords

quadratic programmingparametric programmingcomplementary pivoting procedurecomposite concave programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Sensitivity, stability, parametric optimization (90C31)

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Cites work

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Cited in

(8)

• A Global Optimization Algorithm for Concave Quadratic Programming Problems
• HYPER SENSITIVITY ANALYSIS OF PORTFOLIO OPTIMIZATION PROBLEMS
• A note on a quadratic formulation for linear complementarity problems
• A differential evolution algorithm to deal with box, linear and quadratic-convex constraints for boundary optimization
• scientific article; zbMATH DE number 1775264 (Why is no real title available?)
• Algorithmic and computational aspects of composite concave programming
• Handling soft constraints via composite concave programming
• Global minimization algorithms for concave quadratic programming problems

Describes a project that uses

Uses Software

• OSL
• LINDO

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