A continuous approch for globally solving linearly constrained quadratic
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Publication:2767579
DOI10.1080/02331930108844555zbMATH Open1039.90050OpenAlexW2065119040MaRDI QIDQ2767579FDOQ2767579
Authors: Le Thi Hoai An, Pham Dinh Tao 
Publication date: 22 April 2002
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331930108844555
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Cited In (41)
- Solving the index tracking problem: a continuous optimization approach
- Solving partitioning-hub location-routing problem using DCA
- New and efficient algorithms for transfer prices and inventory holding policies in two-enterprise supply chains
- An improved linearization strategy for zero-one quadratic programming problems
- A difference of convex formulation of value-at-risk constrained optimization
- On Algorithms for Difference of Monotone Operators
- On Algorithms for Difference of Monotone Operators
- The Maximum Ratio Clique Problem: A Continuous Optimization Approach and Some New Results
- Global minimization of difference of quadratic and convex functions over box or binary constraints
- A neurodynamic approach to zero-one quadratic programming
- A framework for optimization under ambiguity
- A difference-of-convex programming approach with parallel branch-and-bound for sentence compression via a hybrid extractive model
- DC programming and DCA: thirty years of developments
- Continuous relaxation for discrete DC programming
- A global continuation algorithm for solving binary quadratic programming problems
- Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA
- Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming
- A DC Algorithm for Solving Quadratic-linear Bilevel Optimization Problems
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- A continuous DC programming approach for resource allocation in OFDMA/TDD wireless networks
- Exact penalty and error bounds in DC programming
- A DC programming approach for solving the symmetric eigenvalue complementarity problem
- A continuous approach to binary quadratic problems
- A branch-and-bound algorithm embedded with DCA for DC programming
- A combined DCA: GA for constructing highly nonlinear balanced Boolean functions in cryptography
- Solving continuous min max problem for single period portfolio selection with discrete constraints by DCA
- New formulations of the multiple sequence alignment problem
- Open issues and recent advances in DC programming and DCA
- Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm
- 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
- Single Straddle Carrier Routing Problem in Port Container Terminals: Mathematical Model and Solving Approaches
- Value-at-risk optimization using the difference of convex algorithm
- A Tight Linearization and an Algorithm for Zero-One Quadratic Programming Problems
- DCA for solving the scheduling of lifting vehicle in an automated port container terminal
- A difference of convex functions algorithm for optimal scheduling and real-time assignment of preventive maintenance jobs on parallel processors
- DC Programming and DCA for Challenging Problems in Bioinformatics and Computational Biology
- A continuous approach for the concave cost supply problem via DC programming and DCA
- A continuous DC programming approach to the strategic supply chain design problem from qualified partner set
- A New Approach for Optimizing Traffic Signals in Networks Considering Rerouting
- Solving Relaxation Orienteering Problem Using DCA-CUT
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