Second order cone programming relaxation of nonconvex quadratic optimization problems
From MaRDI portal
Publication:2770189
DOI10.1080/10556780108805819zbMATH Open1109.90327OpenAlexW2043677016MaRDI QIDQ2770189FDOQ2770189
Authors: Sunyoung Kim, Masakazu Kojima 
Publication date: 7 February 2002
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556780108805819
Recommendations
- Exact solutions of some nonconvex quadratic optimization problems via SDP and SOCP relaxa\-tions
- A new SOCP relaxation of nonconvex quadratic programming problems with a few negative eigenvalues
- Semidefinite programming relaxation for nonconvex quadratic programs
- Second Order Cone Programming Relaxation of a Positive Semidefinite Constraint
- Second order cone programming relaxation for quadratic assignment problems
Global optimizationNonconvex quadratic programPrimal-dual interior-point methodLift-and-project convex relaxation methodSecond-order-cone program
Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Semidefinite programming (90C22)
Cites Work
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- A Spectral Bundle Method for Semidefinite Programming
- A global optimization algorithm for polynomial programming problems using a reformulation-linearization technique
- A collection of test problems for constrained global optimization algorithms
- A lift-and-project cutting plane algorithm for mixed 0-1 programs
- Cones of Matrices and Set-Functions and 0–1 Optimization
- Semidefinite relaxation and nonconvex quadratic optimization
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
- A new technique for generating quadratic programming test problems
- Semidefinite programming relaxation for nonconvex quadratic programs
- A recipe for semidefinite relaxation for \((0,1)\)-quadratic programming
- Cones of Matrices and Successive Convex Relaxations of Nonconvex Sets
- Dual quadratic estimates in polynomial and Boolean programming
- Title not available (Why is that?)
Cited In (53)
- A strengthened SDP relaxation for quadratic optimization over the Stiefel manifold
- Partial Lasserre relaxation for sparse Max-Cut
- A new global algorithm for max-cut problem with chordal sparsity
- A new spatial branch and bound algorithm for quadratic program with one quadratic constraint and linear constraints
- Exact second-order cone programming relaxations for some nonconvex minimax quadratic optimization problems
- Lagrangian decomposition of block-separable mixed-integer all-quadratic programs
- A new SOCP relaxation of nonconvex quadratic programming problems with a few negative eigenvalues
- Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming
- Optimal trade-off portfolio selection between total risk and maximum relative marginal risk†
- Exact solutions of some nonconvex quadratic optimization problems via SDP and SOCP relaxa\-tions
- The \(Q\) method for second order cone programming
- Conic relaxation approaches for equal deployment problems
- Solving pooling problems with time discretization by LP and SOCP relaxations and rescheduling methods
- Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm
- Exact dual bounds for some nonconvex minimax quadratic optimization problems
- A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems
- Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons
- Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization
- A globally convergent non-interior point algorithm with full Newton step for second-order cone programming
- Faster, but weaker, relaxations for quadratically constrained quadratic programs
- Title not available (Why is that?)
- A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs
- Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming
- Second order cone programming relaxation for quadratic assignment problems
- An SOCP relaxation based branch-and-bound method for generalized trust-region subproblem
- Template polyhedra and bilinear optimization
- On polyhedral and second-order cone decompositions of semidefinite optimization problems
- A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints
- How to convexify the intersection of a second order cone and a nonconvex quadratic
- On the Composition of Convex Envelopes for Quadrilinear Terms
- A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs
- A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming
- Disjunctive Cuts for Non-convex Mixed Integer Quadratically Constrained Programs
- Generating cutting planes for the semidefinite relaxation of quadratic programs
- 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
- New SOCP relaxation and branching rule for bipartite bilinear programs
- Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques
- Second-Order Cone Relaxations for Binary Quadratic Polynomial Programs
- Second-order minimization method for nonsmooth functions allowing convex quadratic approximations of the augment
- Using a mixed integer quadratic programming solver for the unconstrained quadratic \(0-1\) problem
- Solving Max-cut to optimality by intersecting semidefinite and polyhedral relaxations
- Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems
- Quadratic optimization over a second-order cone with linear equality constraints
- Bounds for random binary quadratic programs
- On the Evaluation Complexity of Constrained Nonlinear Least-Squares and General Constrained Nonlinear Optimization Using Second-Order Methods
- Relaxations and discretizations for the pooling problem
- An SQP-type algorithm for nonlinear second-order cone programs
- Second Order Cone Programming Relaxation of a Positive Semidefinite Constraint
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint
- Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations
- Discretization and localization in successive convex relaxation methods for nonconvex quadratic optimization.
- SpeeDP: an algorithm to compute SDP bounds for very large max-cut instances
Uses Software
This page was built for publication: Second order cone programming relaxation of nonconvex quadratic optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2770189)
