Conic approximation to quadratic optimization with linear complementarity constraints
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Publication:2397094
DOI10.1007/S10589-016-9855-8zbMATH Open1396.90058OpenAlexW2410501318WikidataQ57429007 ScholiaQ57429007MaRDI QIDQ2397094FDOQ2397094
Authors: Jing Zhou, Shu-Cherng Fang, Wenxun Xing 
Publication date: 29 May 2017
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-016-9855-8
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- On convex quadratic programs with linear complementarity constraints
Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Semi-infinite programming (90C34)
Cites Work
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Some NP-complete problems in quadratic and nonlinear programming
- On the copositive representation of binary and continuous nonconvex quadratic programs
- A Lagrangian-DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems
- Simplified copositive and Lagrangian relaxations for linearly constrained quadratic optimization problems in continuous and binary variables
- On the Global Solution of Linear Programs with Linear Complementarity Constraints
- Engineering and Economic Applications of Complementarity Problems
- Interior Methods for Mathematical Programs with Complementarity Constraints
- On Cones of Nonnegative Quadratic Functions
- Optimizing a polyhedral-semidefinite relaxation of completely positive programs
- Handbook of test problems in local and global optimization
- On conic QPCCs, conic QCQPs and completely positive programs
- Semidefinite relaxations for non-convex quadratic mixed-integer programming
- Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations
- A gentle, geometric introduction to copositive optimization
- On convex quadratic programs with linear complementarity constraints
- On handling cutting planes in interior-point methods for solving semi-definite relaxations of binary quadratic optimization problems
- Adaptive computable approximation to cones of nonnegative quadratic functions
- A class of quadratic programs with linear complementarity constraints
- Algorithms for linear programming with linear complementarity constraints
- Obtaining tighter relaxations of mathematical programs with complementarity constraints
- A branch-and-cut algorithm based on semidefinite programming for the minimum \(k\)-partition problem
- Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations
- Using a mixed integer quadratic programming solver for the unconstrained quadratic \(0-1\) problem
- A new regularization method for mathematical programs with complementarity constraints with strong convergence properties
- A conic approximation method for the 0-1 quadratic knapsack problem
- Computable representation of the cone of nonnegative quadratic forms over a general second-order cone and its application to completely positive programming
- On the solution of NP-hard linear complementarity problems
- A new branch and bound algorithm for solving quadratic programs with linear complementarity constraints
- Convex reformulation for binary quadratic programming problems via average objective value maximization
- On the Slater condition for the SDP relaxations of nonconvex sets
- Detection of a copositive matrix over a \(p\)-th order cone
Cited In (20)
- A Quadratically Constrained Quadratic Optimization Model for Completely Positive Cone Programming
- A new SOCP relaxation of nonconvex quadratic programming problems with a few negative eigenvalues
- Quadratic optimization over one first-order cone
- Conic approximation to nonconvex quadratic programming with convex quadratic constraints
- Quadratic optimization over a polyhedral cone
- On conic QPCCs, conic QCQPs and completely positive programs
- An efficient global algorithm for indefinite separable quadratic knapsack problems with box constraints
- A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs
- Domain Contraction in Nonlinear Programming: Minimizing a Quadratic Concave Objective Over a Polyhedron
- An SOCP relaxation based branch-and-bound method for generalized trust-region subproblem
- Adaptive computable approximation to cones of nonnegative quadratic functions
- Title not available (Why is that?)
- A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints
- Quadratic cone cutting surfaces for quadratic programs with on-off constraints
- Solving conic quadratically constrained quadratic programming problems
- A semidefinite programming heuristic for quadratic programming problems with complementarity constraints
- Quadratic optimization over a second-order cone with linear equality constraints
- Conic formulation of QPCCs applied to truly sparse QPs
- On convex quadratic programs with linear complementarity constraints
- Globally solving quadratic programs with convex objective and complementarity constraints via completely positive programming
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