An algorithm for global minimization of linearly constrained quadratic functions

DOI10.1023/A:1008306625093zbMath0958.90066OpenAlexW1570060824MaRDI QIDQ1579950

Rafael Correa, Oscar Barrientos

Publication date: 14 September 2000

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008306625093

zbMATH Keywords

quadratic programmingconstrained global optimizationbranch and bound methodsduality techniques

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Numerical methods involving duality (49M29) Quadratic programming (90C20)

Related Items (11)

Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach ⋮ A new global optimization algorithm for signomial geometric programming via Lagrangian relaxation ⋮ A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints ⋮ A new bound-and-reduce approach of nonconvex quadratic programming problems ⋮ A canonical dual approach for solving linearly constrained quadratic programs ⋮ A computational comparison of some branch and bound methods for indefinite quadratic programs ⋮ A robust solution approach for nonconvex quadratic programs with additional multiplicative constraints ⋮ Globally tight bounds for almost differentiable functions over polytopes with application to tolerance analysis. ⋮ Convex relaxation and Lagrangian decomposition for indefinite integer quadratic programming ⋮ A new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems ⋮ Decomposition methods for solving nonconvex quadratic programs via branch and bound

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