On solving nonconvex optimization problems by reducing the duality gap

DOI10.1007/s10898-004-1947-9zbMath1149.90388OpenAlexW2026753148MaRDI QIDQ2494287

Hoang Tuy

Publication date: 26 June 2006

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-004-1947-9

zbMATH Keywords

branch and bound algorithmpartly convex programmingconvergence conditionsdual boundLagrangian boundpartly linear optimization

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46)

Related Items (8)

On local search in d.c. optimization problems ⋮ A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity ⋮ Enhancing the normalized multiparametric disaggregation technique for mixed-integer quadratic programming ⋮ A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints ⋮ Methods for optimizing over the efficient and weakly efficient sets of an affine fractional vector optimization program ⋮ On a decomposition method for nonconvex global optimization ⋮ Extended duality for nonlinear programming ⋮ Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization

Cites Work

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• An Algorithm for Separable Nonconvex Programming Problems
• Lagrange Multipliers and Nonconvex Programs
• Convex analysis and global optimization
• Duality bound method for the general quadratic programming problem with quadratic constraints

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