A canonical dual approach for solving linearly constrained quadratic programs

DOI10.1016/J.EJOR.2011.09.015MaRDI QIDQ439448zbMATHOpenAlexDBLPWikidataFDO

Authors Shu-Cherng Fang, Ruey-Lin Sheu, Ziteng Wang, Wenxun Xing

Publication date 16 August 2012

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2011.09.015

zbMATH Keywords

quadratic programmingglobal optimizationcanonical duality theory

Mathematics Subject Classification ID

Quadratic programming (90C20)

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Cites work

• scientific article; zbMATH DE number 3850827 (Why is no real title available?)
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• A General Quadratic Programming Algorithm
• A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations
• A reformulation-convexification approach for solving nonconvex quadratic programming problems
• An algorithm for global minimization of linearly constrained quadratic functions
• Canonical dual approach to solving 0-1 quadratic programming problems
• Canonical dual transformation method and generalized triality theory in nonsmooth global optimization
• Canonical duality theory and solutions to constrained nonconvex quadratic programming
• Complementarity problems
• Global extremal conditions for multi-integer quadratic programming
• Global optimization for a class of fractional programming problems
• Quadratic programming with one negative eigenvalue is NP-hard
• The search for a global maximum of a convex functional on an admissible set

Cited in

(7)

• Extended canonical duality and conic programming for solving 0-1 quadratic programming problems
• Application of the canonical dual transformation theory to a convex constrained quadratic programming
• Canonical dual solutions to quadratic optimization over one quadratic constraint
• A simple canonical form for nonlinear programming problems and its use
• Controlled perturbations for quadratically constrained quadratic programs
• Canonical coordinates method for equality-constrained nonlinear optimization.
• Dual support method for solving convex quadratic programs

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