A continuous approch for globally solving linearly constrained quadratic
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Cites work
- scientific article; zbMATH DE number 429516 (Why is no real title available?)
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
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- An Algorithm for Global Minimization of Linearly Constrained Concave Quadratic Functions
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- An interior point algorithm to solve computationally difficult set covering problems
- Approximation algorithms for indefinite quadratic programming
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- Convex analysis and global optimization
- Global Minimization of a Linearly Constrained Concave Function by Partition of Feasible Domain
- Global minimization of a difference of two convex functions
- Global minimization of large-scale constrained concave quadratic problems by separable programming
- Global minimum test problem construction
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- On solving a d.c. programming problem by a sequence of linear programs
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Cited in
(41)- DC programming and DCA: thirty years of developments
- A neurodynamic approach to zero-one quadratic programming
- A continuous DC programming approach to the strategic supply chain design problem from qualified partner set
- A continuous approach for the concave cost supply problem via DC programming and DCA
- New formulations of the multiple sequence alignment problem
- The maximum ratio clique problem: A continuous optimization approach and some new results
- A branch-and-bound algorithm embedded with DCA for DC programming
- Stochastic difference-of-convex-functions algorithms for nonconvex programming
- Single Straddle Carrier Routing Problem in Port Container Terminals: Mathematical Model and Solving Approaches
- On algorithms for difference of monotone operators
- DC programming and DCA for challenging problems in bioinformatics and computational biology
- A global continuation algorithm for solving binary quadratic programming problems
- Open issues and recent advances in DC programming and DCA
- On Algorithms for Difference of Monotone Operators
- Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA
- Solving the index tracking problem: a continuous optimization approach
- A DC algorithm for solving quadratic-linear bilevel optimization problems
- A continuous DC programming approach for resource allocation in OFDMA/TDD wireless networks
- A difference of convex formulation of value-at-risk constrained optimization
- Solving partitioning-hub location-routing problem using DCA
- Value-at-risk optimization using the difference of convex algorithm
- A combined DCA: GA for constructing highly nonlinear balanced Boolean functions in cryptography
- A continuous approach to binary quadratic problems
- A difference of convex functions algorithm for optimal scheduling and real-time assignment of preventive maintenance jobs on parallel processors
- DCA for solving the scheduling of lifting vehicle in an automated port container terminal
- Exact penalty and error bounds in DC programming
- A DC programming approach for solving the symmetric eigenvalue complementarity problem
- A framework for optimization under ambiguity
- A new approach for optimizing traffic signals in networks considering rerouting
- Solving relaxation orienteering problem using DCA-CUT
- Continuous relaxation for discrete DC programming
- A difference-of-convex programming approach with parallel branch-and-bound for sentence compression via a hybrid extractive model
- New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming
- Robust investment strategies with discrete asset choice constraints using DC programming
- Global minimization of difference of quadratic and convex functions over box or binary constraints
- Solving continuous min max problem for single period portfolio selection with discrete constraints by DCA
- Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm
- New and efficient algorithms for transfer prices and inventory holding policies in two-enterprise supply chains
- A Tight Linearization and an Algorithm for Zero-One Quadratic Programming Problems
- An improved linearization strategy for zero-one quadratic programming problems
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
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