A reformulation-convexification approach for solving nonconvex quadratic programming problems

From MaRDI portal
Publication:1905961

DOI10.1007/BF01100203zbMath0844.90064MaRDI QIDQ1905961

Hanif D. Sherali, Cihan H. Tuncbilek

Publication date: 8 February 1996

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




Related Items

Globally solving nonconvex quadratic programming problems with box constraints via integer programming methods, Global optimization with spline constraints: a new branch-and-bound method based on B-splines, Conic mixed-integer rounding cuts, Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO, Computable representations for convex hulls of low-dimensional quadratic forms, A parametric linearizing approach for quadratically inequality constrained quadratic programs, Utility function programs and optimization over the efficient set in multiple-objective decision making, A robust algorithm for quadratic optimization under quadratic constraints, On generalized geometric programming problems with non-positive variables, Generating cutting planes for the semidefinite relaxation of quadratic programs, New reformulation linearization/convexification relaxations for univariate and multivariate polynomial programming problems, GLOMIQO: global mixed-integer quadratic optimizer, A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity, Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach, A new global optimization algorithm for signomial geometric programming via Lagrangian relaxation, Branch-delete-bound algorithm for globally solving quadratically constrained quadratic programs, A reformulation-linearization based algorithm for the smallest enclosing circle problem, Global optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxations, Dynamically generated cutting planes for mixed-integer quadratically constrained quadratic programs and their incorporation into GloMIQO 2, A framework for globally optimizing mixed-integer signomial programs, Branch and cut algorithms for detecting critical nodes in undirected graphs, Dynamic Lagrangian dual and reduced RLT constructs for solving \(0-1\) mixed-integer programs, A global optimization using linear relaxation for generalized geometric programming, A parametric linear relaxation algorithm for globally solving nonconvex quadratic programming, A reformulation-linearization technique for optimization over simplices, New bounds for nonconvex quadratically constrained quadratic programming, Canonical Duality-Triality Theory: Unified Understanding for Modeling, Problems, and NP-Hardness in Global Optimization of Multi-Scale Systems, Reduced RLT representations for nonconvex polynomial programming problems, Linear programing relaxations for a strategic pricing problem in electricity markets, Nonlinear robust optimization via sequential convex bilevel programming, A canonical dual approach for solving linearly constrained quadratic programs, Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation, Enhancing RLT-based relaxations for polynomial programming problems via a new class of \(v\)-semidefinite cuts, A global optimization algorithm for signomial geometric programming problem, Global optimization of signomial geometric programming using linear relaxation., Quadratic 0–1 programming: Tightening linear or quadratic convex reformulation by use of relaxations, A novel optimization method for nonconvex quadratically constrained quadratic programs, A note on representations of linear inequalities in non-convex mixed-integer quadratic programs, Box-constrained quadratic programs with fixed charge variables, Inventory and investment in setup and quality operations under return on investment maximization, A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems, New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation, Multi-objective geometric programming problem with \(\epsilon\)-constraint method, ANTIGONE: algorithms for coNTinuous/Integer global optimization of nonlinear equations, Global optimization of general nonconvex problems with intermediate polynomial substructures, A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations, RLT: A unified approach for discrete and continuous nonconvex optimization, Linearization method of global optimization for generalized geometric programming, Solving the canonical dual of box- and integer-constrained nonconvex quadratic programs via a deterministic direct search algorithm, A novel convex dual approach to three-dimensional assignment problem: theoretical analysis, A new algorithm for concave quadratic programming, Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems, Global optimization of general non-convex problems with intermediate bilinear substructures, A rigorous global filtering algorithm for quadratic constraints, A new two-level linear relaxed bound method for geometric programming problems, Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming, Recovery of primal solutions when using subgradient optimization methods to solve Lagrangian duals of linear programs, QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs, On the finite convergence of successive SDP relaxation methods, Accelerating branch-and-bound through a modeling language construct for relaxation-specific constraints, A global optimization RLT-based approach for solving the hard clustering problem


Uses Software


Cites Work