The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems
From MaRDI portal
Publication:2162511
DOI10.1007/s10898-022-01138-yzbMath1496.90062OpenAlexW4212803127MaRDI QIDQ2162511
Publication date: 8 August 2022
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-022-01138-y
decomposition methodsLagrangian decompositionnonconvex mixed integer quadratically constrained quadratic programsreformulated normalised multiparametric disaggregation technique
Mixed integer programming (90C11) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Normalized multiparametric disaggregation: an efficient relaxation for mixed-integer bilinear problems
- Global optimization of bilinear programs with a multiparametric disaggregation technique
- Extending the QCR method to general mixed-integer programs
- Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs
- New bundle methods for solving Lagrangian relaxation dual problems
- Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons
- Stochastic optimization models in forest planning: a progressive hedging solution approach
- Newton's method for convex programming and Tschebyscheff approximation
- Dual decomposition in stochastic integer programming
- Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
- The volume algorithm: Producing primal solutions with a subgradient method
- Duality gaps in nonconvex stochastic optimization
- Global optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxations
- A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
- Enhancing the normalized multiparametric disaggregation technique for mixed-integer quadratic programming
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Multiplier and gradient methods
- Generalized Benders decomposition
- Extending a CIP Framework to Solve MIQCPs
- Level bundle methods for oracles with on-demand accuracy
- Separable approximations and decomposition methods for the augmented Lagrangian
- Julia: A Fresh Approach to Numerical Computing
- Introduction to Stochastic Programming
- Inexact Bundle Methods for Two-Stage Stochastic Programming
- Lagrange Multipliers and Optimality
- The Cutting-Plane Method for Solving Convex Programs
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
- The Lagrangian Relaxation Method for Solving Integer Programming Problems
- The B<scp>oxstep</scp> Method for Large-Scale Optimization
- Variational Analysis
- Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming
- Continuity of the Legendre–Fenchel transform for some variational convergences
- Validation of subgradient optimization
- Natural Gas Flow Solvers Using Convex Relaxation
- Nonlinear Programming
- Level Sets and Continuity of Conjugate Convex Functions
- Non-Linear Programming Via Penalty Functions
- An Exact Potential Method for Constrained Maxima
- The traveling-salesman problem and minimum spanning trees: Part II
- Variational methods for the solution of problems of equilibrium and vibrations
- Benchmarking optimization software with performance profiles.
- Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems