Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
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Publication:700712
DOI10.1023/A:1014865432210zbMATH Open1009.90092OpenAlexW1509979919MaRDI QIDQ700712FDOQ700712
Publication date: 8 October 2002
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1014865432210
decompositionglobal optimizationnonconvex optimizationbranch-and-bound schemesnonlinear parametric optimization
Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Sensitivity, stability, parametric optimization (90C31) Decomposition methods (49M27)
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Cited In (21)
- New dual-type decomposition algorithm for non-convex separable optimization problems
- A decomposition-dualization approach for solving constrained convex minimization problems with applications to discretized obstacle problems
- Polyhedral annexation, dualization and dimension reduction technique in global optimization
- Decomposition branch-and-bound based algorithm for linear programs with additional multiplicative constraints
- Criteria and dimension reduction of linear multiple criteria optimization problems
- Reverse convex programming approach in the space of extreme criteria for optimization over efficient sets
- A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints
- A continuous approch for globally solving linearly constrained quadratic
- A convex analysis approach for convex multiplicative programming
- Methods for optimizing over the efficient and weakly efficient sets of an affine fractional vector optimization program
- New Partitioning Method for a Class of Nonconvex Optimization Problems
- On duality bound methods for nonconvex global optimization
- Rate of convergence analysis of dual-based variables decomposition methods for strongly convex problems
- A simplicial branch and bound duality-bounds algorithm for the linear sum-of-ratios problem
- Decomposition in global optimization
- On optimization over the efficient set in linear multicriteria programming
- Constraint decomposition algorithms in global optimization
- Combination between global and local methods for solving an optimization problem over the efficient set
- On a decomposition method for nonconvex global optimization
- A robust solution approach for nonconvex quadratic programs with additional multiplicative constraints
- Duality bound method for the general quadratic programming problem with quadratic constraints
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