A branch and cut algorithm for nonconvex quadratically constrained quadratic programming
From MaRDI portal
Publication:1970300
DOI10.1007/s101079900106zbMath0966.90057OpenAlexW1530501119MaRDI QIDQ1970300
Brigitte Jaumard, Charles Audet, Pierre Hansen, Gilles Savard
Publication date: 20 August 2001
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1911/101907
global optimizationquadratic programmingnonconvex programmingbranch and cut algorithmouter-approximationRTL-linearization
Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)
Related Items
A subgradient-based convex approximations method for DC programming and its applications, An accelerating algorithm for globally solving nonconvex quadratic programming, An optimal approach for the critical node problem using semidefinite programming, Global solutions to a class of CEC benchmark constrained optimization problems, The minimum diameter octagon with unit-length sides: Vincze's wife's octagon is suboptimal, An optimal trade-off model for portfolio selection with sensitivity of parameters, A generalized global optimization formulation of the pooling problem with processing facilities and composite quality constraints, Exact quadratic convex reformulations of mixed-integer quadratically constrained problems, Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints, Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO, A model for clustering data from heterogeneous dissimilarities, A parametric linearizing approach for quadratically inequality constrained quadratic programs, A robust algorithm for quadratic optimization under quadratic constraints, The small octagon with longest perimeter, Generating cutting planes for the semidefinite relaxation of quadratic programs, Large-scale standard pooling problems with constrained pools and fixed demands, Finding largest small polygons with gloptipoly, Strong formulations for the pooling problem, Extra resource allocation: a DEA approach in the view of efficiencies, GLOMIQO: global mixed-integer quadratic optimizer, Piecewise parametric structure in the pooling problem: from sparse strongly-polynomial solutions to NP-hardness, A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity, A note on diameters of point sets, 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, Decomposition strategy for the stochastic pooling problem, A framework for globally optimizing mixed-integer signomial programs, A new global algorithm for factor-risk-constrained mean-variance portfolio selection, A signomial programming-based approach for multi-echelon supply chain disruption risk assessment with robust dynamic Bayesian network, Copositivity and constrained fractional quadratic problems, Outer-product-free sets for polynomial optimization and oracle-based cuts, The small hexagon and heptagon with maximum sum of distances between vertices, Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints, Range reduction techniques for improving computational efficiency in global optimization of signomial geometric programming problems, A parametric linear relaxation algorithm for globally solving nonconvex quadratic programming, Effective algorithms for optimal portfolio deleveraging problem with cross impact, A penalized nonlinear ADMM algorithm applied to the multi-constrained traffic assignment problem, Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation, Nonconvex quadratically constrained quadratic programming: Best D.C. Decompositions and their SDP representations, A working set SQCQP algorithm with simple nonmonotone penalty parameters, A Branch--and--Bound-Based Algorithm for Nonconvex Multiobjective Optimization, A distributed continuous-time method for non-convex QCQPs, Enhancing semidefinite relaxation for quadratically constrained quadratic programming via penalty methods, Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm, Extremal problems for convex polygons, Algorithms for separable nonlinear least squares with application to modelling time-resolved spectra, A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function, Exact \(L_{2}\)-norm plane separation, A reliable affine relaxation method for global optimization, A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems, A quadratically approximate framework for constrained optimization, global and local convergence, Biconvex sets and optimization with biconvex functions: a survey and extensions, Global optimization algorithm for mixed integer quadratically constrained quadratic program, Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint, ANTIGONE: algorithms for coNTinuous/Integer global optimization of nonlinear equations, New multi-commodity flow formulations for the pooling problem, A branch and bound algorithm for general mixed-integer quadratic programs based on quadratic convex relaxation, Pricing and revenue maximization over a multicommodity transportation network: the nonlinear demand case, Bilevel optimization applied to strategic pricing in competitive electricity markets, An RLT approach for solving the binary-constrained mixed linear complementarity problem, RLT: A unified approach for discrete and continuous nonconvex optimization, Remarks on solutions to a nonconvex quadratic programming test problem, Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization, A rigorous global filtering algorithm for quadratic constraints, Conic approximation to nonconvex quadratic programming with convex quadratic constraints, A polyhedral branch-and-cut approach to global optimization, A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs, \({{\mathcal {D}(\mathcal {C})}}\)-optimization and robust global optimization, Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization, A branch-and-cut algorithm for mixed-integer bilinear programming, A reformulation-linearization technique (RLT) for semi-infinite and convex programs under mixed 0-1 and general discrete restrictions, Optimal trade-off portfolio selection between total risk and maximum relative marginal risk†, Template polyhedra and bilinear optimization, Exact and heuristic solutions of the global supply chain problem with transfer pricing, Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions, The largest small octagon, Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
