A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming
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Cited in
(15)- Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint
- New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation
- An SOCP relaxation based branch-and-bound method for generalized trust-region subproblem
- Optimization for deep learning: an overview
- On subspace properties of the quadratically constrained quadratic program
- Global optimization for non-convex programs via convex proximal point method
- Positive semidefinite penalty method for quadratically constrained quadratic programming
- An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection
- Sustainable two stage supply chain management: a quadratic optimization approach with a quadratic constraint
- A graphic structure based branch-and-bound algorithm for complex quadratic optimization and applications to magnitude least-square problem
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- Argument division based branch-and-bound algorithm for unit-modulus constrained complex quadratic programming
- An effective branch and bound algorithm for generalized risk parity portfolio optimization
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