A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints
DOI10.1016/j.amc.2007.02.159zbMath1140.65049OpenAlexW2080153976MaRDI QIDQ2425955
Publication date: 17 April 2008
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2007.02.159
algorithmglobal optimizationduality boundsconvergencenumerical examplelinear programmingbranch-and-boundsimplex methodmultiplicative programmingnon-convex quadratic programming
Numerical mathematical programming methods (65K05) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Linear programming (90C05)
Related Items (5)
Cites Work
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- Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
- Decomposition branch-and-bound based algorithm for linear programs with additional multiplicative constraints
- Linear multiplicative programming
- An algorithm for global minimization of linearly constrained quadratic functions
- A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs
- A deterministic approach to linear programs with several additional multiplicative constraints
- On solving nonconvex optimization problems by reducing the duality gap
- Convex analysis and global optimization
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