Decomposition branch and bound method for globally solving linearly constrained indefinite quadratic minimization problems

DOI10.1016/0167-6377(95)00014-BzbMath0858.90102MaRDI QIDQ1924614

Thai Quynh Phong, Hoai An Le Thi, Tao Pham Dinh

Publication date: 23 March 1997

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

zbMATH Keywords

global minimizationindefinite quadratic function\(w\)-subdivisiondecomposition branch-and-bound approach

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20)

Related Items (24)

DC programming techniques for solving a class of nonlinear bilevel programs ⋮ A continuous DC programming approach for resource allocation in OFDMA/TDD wireless networks ⋮ Convex optimization approaches to maximally predictable portfolio selection ⋮ A maximal predictability portfolio using absolute deviation reformulation ⋮ A branch-bound cut technique for non-linear fractional multi-objective optimization problems ⋮ An efficient combined DCA and B\&B using DC/SDP relaxation for globally solving binary quadratic programs ⋮ Solving a class of low rank d.c. programs via a branch and bound approach: a computational experience ⋮ A MAXIMAL PREDICTABILITY PORTFOLIO MODEL: ALGORITHM AND PERFORMANCE EVALUATION ⋮ MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS ⋮ A branch-and-bound algorithm embedded with DCA for DC programming ⋮ PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL ⋮ A computational comparison of some branch and bound methods for indefinite quadratic programs ⋮ An efficient algorithm for solving convex-convex quadratic fractional programs ⋮ Minimization of the ratio of functions defined as sums of the absolute values ⋮ Mean-variance portfolio optimal problem under concave transaction cost ⋮ Minimal ellipsoid circumscribing a polytope defined by a system of linear inequalities ⋮ A branch and bound algorithm for solving a class of D-C programming ⋮ A branch and reduce approach for solving a class of low rank d.c. programs ⋮ DC programming approach for portfolio optimization under step increasing transaction costs ⋮ Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems ⋮ Stability of lagrangian duality for nonconvex quadratic programming. Solution methods and applications in computer vision ⋮ Optimization of a long-short portfolio under nonconvex transaction cost ⋮ Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs ⋮ Decomposition methods for solving nonconvex quadratic programs via branch and bound

Cites Work

• Convergence of a subgradient method for computing the bound norm of matrices
• Global minimization of indefinite quadratic problems
• Constrained global optimization: algorithms and applications
• On solving a d.c. programming problem by a sequence of linear programs
• New properties and computational improvement of the GOP algorithm for problems with quadratic objective functions and constraints
• Primal-relaxed dual global optimization approach
• Decomposition methods for solving a class of nonconvex programming problems dealing with bilinear and quadratic functions
• A parallel algorithm for partially separable non-convex global minimization: Linear constraints
• Unnamed Item
• Unnamed Item

This page was built for publication: Decomposition branch and bound method for globally solving linearly constrained indefinite quadratic minimization problems