A combined d.c. optimization--ellipsoidal branch-and-bound algorithm for solving nonconvex quadratic programming problems
From MaRDI portal
Publication:1386483
DOI10.1023/A:1009777410170zbMath0904.90134OpenAlexW1562857671MaRDI QIDQ1386483
Le Dung Muu, Hoai An Le Thi, Tao Pham Dinh
Publication date: 10 August 1998
Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009777410170
branch-and-bound algorithmnonconvex quadratic programellipsoid methodsd.c. optimizationball constrained quadratic problemellipsoidal partitionindefinite quadratic function
Related Items
Variations and extension of the convex-concave procedure ⋮ New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming ⋮ A conic trust-region method for optimization with nonlinear equality and inequality constrains via active-set strategy ⋮ Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach ⋮ An efficient combined DCA and B\&B using DC/SDP relaxation for globally solving binary quadratic programs ⋮ Value-at-risk optimization using the difference of convex algorithm ⋮ A framework for optimization under ambiguity ⋮ Properties of two DC algorithms in quadratic programming ⋮ On global optimization with indefinite quadratics ⋮ Nonconvex quadratically constrained quadratic programming: Best D.C. Decompositions and their SDP representations ⋮ Convergence analysis of difference-of-convex algorithm with subanalytic data ⋮ A trust-region method by active-set strategy for general nonlinear optimization ⋮ DC programming and DCA: thirty years of developments ⋮ A new accelerating method for global non-convex quadratic optimization with non-convex quadratic constraints ⋮ A null-space method for computing the search direction in the general inertia-controlling method for dense quadratic programming ⋮ The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems ⋮ Convex relaxation and Lagrangian decomposition for indefinite integer quadratic programming ⋮ A global optimization algorithm using linear relaxation ⋮ DC programming approaches for discrete portfolio optimization under concave transaction costs
