A new algorithm for concave quadratic programming
From MaRDI portal
Publication:2010088
DOI10.1007/s10898-019-00787-wzbMath1434.90120OpenAlexW2951559210WikidataQ127712360 ScholiaQ127712360MaRDI QIDQ2010088
Publication date: 3 December 2019
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-019-00787-w
dualityboundsemi-definite relaxationconcave quadratic programmingnon-convex quadratic programmingbranch and cut method
Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46)
Related Items (6)
New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming ⋮ A generalized robust data envelopment analysis model based on directional distance function ⋮ New bounds for nonconvex quadratically constrained quadratic programming ⋮ Maximization of a PSD quadratic form and factorization ⋮ Robustness of Farrell cost efficiency measurement under data perturbations: evidence from a US manufacturing application ⋮ A new SOCP relaxation of nonconvex quadratic programming problems with a few negative eigenvalues
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Generating cutting planes for the semidefinite relaxation of quadratic programs
- Optimality conditions and finite convergence of Lasserre's hierarchy
- On zero duality gap in nonconvex quadratic programming problems
- An improved algorithm to test copositivity
- Handelman's hierarchy for the maximum stable set problem
- On cones of nonnegative quartic forms
- Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons
- New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability
- Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming
- Dual quadratic estimates in polynomial and Boolean programming
- Quadratic programming with one negative eigenvalue is NP-hard
- A global optimization algorithm for polynomial programming problems using a reformulation-linearization technique
- Optimization on low rank nonconvex structures
- Lagrange duality and partitioning techniques in nonconvex global optimization
- Generalized Lagrangian duality for nonconvex polynomial programs with polynomial multipliers
- Globally solving nonconvex quadratic programming problems via completely positive programming
- A reformulation-convexification approach for solving nonconvex quadratic programming problems
- Separation and relaxation for cones of quadratic forms
- Global solutions of nonconvex standard quadratic programs via mixed integer linear programming reformulations
- A bounded degree SOS hierarchy for polynomial optimization
- A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations
- New bounds for nonconvex quadratically constrained quadratic programming
- A Mathematical View of Interior-Point Methods in Convex Optimization
- Lectures on Modern Convex Optimization
- An Introduction to Polynomial and Semi-Algebraic Optimization
- Cones of Matrices and Set-Functions and 0–1 Optimization
- A double look at duality
- Maximization of A convex quadratic function under linear constraints
- Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques
- Computationally Related Problems
- Generalized Lagrangian Duals and Sums of Squares Relaxations of Sparse Polynomial Optimization Problems
- Equivalence in nonlinear programming
- Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems
- On Cones of Nonnegative Quadratic Functions
- A Survey of the S-Lemma
- Convex analysis and global optimization
This page was built for publication: A new algorithm for concave quadratic programming
