Lagrange duality and partitioning techniques in nonconvex global optimization
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Publication:1372558
DOI10.1023/A:1022687222060zbMATH Open0892.90162OpenAlexW1535017214MaRDI QIDQ1372558FDOQ1372558
Authors: Mirjam Dür, Reiner Horst 
Publication date: 15 July 1998
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022687222060
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Cited In (19)
- Convergence-order analysis of branch-and-bound algorithms for constrained problems
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- An efficient algorithm for globally minimizing sum of quadratic ratios problem with nonconvex quadratic constraints
- Decomposition branch-and-bound based algorithm for linear programs with additional multiplicative constraints
- Comparison of MINLP formulations for global superstructure optimization
- On the relation between concavity cuts and the surrogate dual for convex maximization problems
- Duality Bound Methods in Global Optimization
- Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
- Biconvex programming approach to optimization over the weakly efficient set of a multiple objective affine fractional problem
- A new global optimization algorithm for signomial geometric programming via Lagrangian relaxation
- A new algorithm for concave quadratic programming
- A simplicial branch and bound duality-bounds algorithm for the linear sum-of-ratios problem
- A scalable global optimization algorithm for stochastic nonlinear programs
- Solving sum-of-ratios fractional programs using efficient points
- On a decomposition method for nonconvex global optimization
- On solving nonconvex optimization problems by reducing the duality gap
- The Lagrangian duality in the special nonconvex problem of global optimization
- Duality bound method for the general quadratic programming problem with quadratic constraints
- Global Optimality Conditions for Discrete and Nonconvex Optimization—With Applications to Lagrangian Heuristics and Column Generation
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