Properties of two DC algorithms in quadratic programming
From MaRDI portal
Publication:628748
DOI10.1007/S10898-010-9573-1zbMATH Open1213.90189OpenAlexW1998360033MaRDI QIDQ628748FDOQ628748
Authors: Le Thi Hoai An, Pham Dinh Tao, Nguyen Dong Yen 
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
Recommendations
- A finite algorithm for a particular D.C. quadratic programming problem
- Boundedness of a type of iterative sequences in two-dimensional quadratic programming
- scientific article; zbMATH DE number 4110462
- Linear convergence of a type of iterative sequences in nonconvex quadratic programming
- Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
Cites Work
- ARPACK Users' Guide
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach
- An efficient algorithm for globally minimizing a quadratic function under convex quadratic constraints
- 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
- On standard quadratic optimization problems
- A branch and bound method via d. c. optimization algorithms and ellipsoidal technique for box constrained nonconvex quadratic problems
- Combining DCA (DC Algorithms) and interior point techniques for large-scale nonconvex quadratic programming
- Une caractérisation complete des minima locaux en programmation quadratique
- A finite algorithm for solving general quadratic problems
- On Quadratic Programming
- A combined d.c. optimization--ellipsoidal branch-and-bound algorithm for solving nonconvex quadratic programming problems
- Locally unique solutions of quadratic programs, linear and nonlinear complementarity problems
Cited In (15)
- Second-order optimality conditions for infinite-dimensional quadratic programs
- DC formulations and algorithms for sparse optimization problems
- Solving the degree-concentrated fault-tolerant spanning subgraph problem by DC programming
- Coderivatives of implicit multifunctions and stability of variational systems
- Variational inequalities over Euclidean balls
- A finite algorithm for a particular D.C. quadratic programming problem
- Boundedness of a type of iterative sequences in two-dimensional quadratic programming
- Exact penalty and error bounds in DC programming
- A DC programming approach for solving the symmetric eigenvalue complementarity problem
- Error bounds for the difference of two convex multifunctions
- Linear convergence of a type of iterative sequences in nonconvex quadratic programming
- On a solution method in indefinite quadratic programming under linear constraints
- Local stability and local convergence of the basic trust-region method
- DC programming and DCA for general DC programs
- Stability for trust-region methods via generalized differentiation
Uses Software
This page was built for publication: Properties of two DC algorithms in quadratic programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q628748)
