Properties of two DC algorithms in quadratic programming
From MaRDI portal
Publication:628748
DOI10.1007/s10898-010-9573-1zbMath1213.90189OpenAlexW1998360033MaRDI QIDQ628748
Nguyen Dong Yen, Tao Pham Dinh, Hoai An Le Thi
Publication date: 14 March 2011
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-010-9573-1
Related Items
Local stability and local convergence of the basic trust-region method ⋮ Coderivatives of implicit multifunctions and stability of variational systems ⋮ DC Programming and DCA for General DC Programs ⋮ Variational inequalities over Euclidean balls ⋮ On a solution method in indefinite quadratic programming under linear constraints ⋮ Exact penalty and error bounds in DC programming ⋮ A DC programming approach for solving the symmetric eigenvalue complementarity problem ⋮ Linear convergence of a type of iterative sequences in nonconvex quadratic programming ⋮ DC formulations and algorithms for sparse optimization problems ⋮ Solving the degree-concentrated fault-tolerant spanning subgraph problem by DC programming ⋮ Stability for trust-region methods via generalized differentiation ⋮ Boundedness of a type of iterative sequences in two-dimensional quadratic programming ⋮ Error bounds for the difference of two convex multifunctions ⋮ Second-order optimality conditions for infinite-dimensional quadratic programs
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An efficient combined DCA and B\&B using DC/SDP relaxation for globally solving binary quadratic programs
- Decomposition methods for solving nonconvex quadratic programs via branch and bound
- Une caractérisation complete des minima locaux en programmation quadratique
- A branch and bound method via d. c. optimization algorithms and ellipsoidal technique for box constrained nonconvex quadratic problems
- On standard quadratic optimization problems
- A finite algorithm for solving general quadratic problems
- Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- A combined d.c. optimization--ellipsoidal branch-and-bound algorithm for solving nonconvex quadratic programming problems
- An efficient algorithm for globally minimizing a quadratic function under convex quadratic constraints
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- Locally unique solutions of quadratic programs, linear and nonlinear complementarity problems
- ARPACK Users' Guide
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach
- Combining DCA (DC Algorithms) and interior point techniques for large-scale nonconvex quadratic programming
- On Quadratic Programming
