A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints

DOI10.1016/j.amc.2007.02.159zbMath1140.65049OpenAlexW2080153976MaRDI QIDQ2425955

Minna Gu, Pei-Ping Shen

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

zbMATH Keywords

algorithmglobal optimizationduality boundsconvergencenumerical examplelinear programmingbranch-and-boundsimplex methodmultiplicative programmingnon-convex quadratic programming

Mathematics Subject Classification ID

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)

Global optimization algorithm for solving linear multiplicative programming problems ⋮ An efficient spatial branch-and-bound algorithm using an adaptive branching rule for linear multiplicative programming ⋮ An effective algorithm for globally solving quadratic programs using parametric linearization technique ⋮ Global optimization algorithm for a generalized linear multiplicative programming ⋮ An out space accelerating algorithm for generalized affine multiplicative programs problem

Cites Work

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• 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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