A canonical dual approach for solving linearly constrained quadratic programs
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Publication:439448
DOI10.1016/J.EJOR.2011.09.015zbMATH Open1244.90179DBLPjournals/eor/XingFSW12OpenAlexW2033366790WikidataQ57432192 ScholiaQ57432192MaRDI QIDQ439448FDOQ439448
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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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