Second order cone programming relaxation of nonconvex quadratic optimization problems

From MaRDI portal
Publication:2770189

DOI10.1080/10556780108805819zbMath1109.90327OpenAlexW2043677016MaRDI QIDQ2770189

Sunyoung Kim, Kojima, Masakazu

Publication date: 7 February 2002

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780108805819



Related Items

Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems, A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming, Solving Max-cut to optimality by intersecting semidefinite and polyhedral relaxations, Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations, Generating cutting planes for the semidefinite relaxation of quadratic programs, Using a mixed integer quadratic programming solver for the unconstrained quadratic \(0-1\) problem, SpeeDP: an algorithm to compute SDP bounds for very large max-cut instances, Partial Lasserre relaxation for sparse Max-Cut, Disjunctive Cuts for Non-convex Mixed Integer Quadratically Constrained Programs, A new global algorithm for max-cut problem with chordal sparsity, Bounds for Random Binary Quadratic Programs, A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint, Nonconvex quadratically constrained quadratic programming: Best D.C. Decompositions and their SDP representations, Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations, Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques, Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm, A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems, A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs, Unnamed Item, Relaxations and discretizations for the pooling problem, How to convexify the intersection of a second order cone and a nonconvex quadratic, Second Order Cone Programming Relaxation of a Positive Semidefinite Constraint, Solving pooling problems with time discretization by LP and SOCP relaxations and rescheduling methods, Lagrangian decomposition of block-separable mixed-integer all-quadratic programs, A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs, Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization, A globally convergent non-interior point algorithm with full Newton step for second-order cone programming, An SOCP relaxation based branch-and-bound method for generalized trust-region subproblem, Exact dual bounds for some nonconvex minimax quadratic optimization problems, On polyhedral and second-order cone decompositions of semidefinite optimization problems, Faster, but weaker, relaxations for quadratically constrained quadratic programs, Conic relaxation approaches for equal deployment problems, Optimal trade-off portfolio selection between total risk and maximum relative marginal risk, Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming, Template polyhedra and bilinear optimization, On the Composition of Convex Envelopes for Quadrilinear Terms, A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints, New SOCP relaxation and branching rule for bipartite bilinear programs, A new SOCP relaxation of nonconvex quadratic programming problems with a few negative eigenvalues


Uses Software


Cites Work