Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time
DOI10.1007/S10107-016-1082-7zbMATH Open1387.90156OpenAlexW2547781575MaRDI QIDQ2364490FDOQ2364490
Authors: Jaehwan Jeong, N. Chanaka P. Edirisinghe 
Publication date: 21 July 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-016-1082-7
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lower and upper boundsindefinite knapsack problemslinear-time complexityseparable quadratic optimization
Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Mixed integer programming (90C11)
Cites Work
- Where are the hard knapsack problems?
- On the solution of concave knapsack problems
- Nonlinear Programming
- Local minima for indefinite quadratic knapsack problems
- Globally solving nonconvex quadratic programming problems via completely positive programming
- New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
- An efficient global algorithm for a class of indefinite separable quadratic programs
- Algorithms for the continuous nonlinear resource allocation problem -- new implementations and numerical studies
- Title not available (Why is that?)
- A Newton's method for the continuous quadratic knapsack problem
- On the continuous quadratic knapsack problem
- Dynamic Programming and Strong Bounds for the 0-1 Knapsack Problem
Cited In (7)
- Variable fixing method by weighted average for the continuous quadratic knapsack problem
- An efficient global algorithm for indefinite separable quadratic knapsack problems with box constraints
- An efficient global algorithm for a class of indefinite separable quadratic programs
- Indefinite multi-constrained separable quadratic optimization: large-scale efficient solution
- A fast global algorithm for singly linearly constrained separable binary quadratic program with partially identical parameters
- Fast computation of global solutions to the single-period unit commitment problem
- Optimal portfolio deleveraging under market impact and margin restrictions
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