A Lagrangian-DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems
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Publication:263189
DOI10.1007/s10107-015-0874-5zbMath1342.90123OpenAlexW2083411653MaRDI QIDQ263189
Kim-Chuan Toh, Sunyoung Kim, Kojima, Masakazu
Publication date: 4 April 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-015-0874-5
iterative solverbisection methodLagrangian-conic relaxationlinearly constrained quadratic optimization problems with complementarity constraints
Convex programming (90C25) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)
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