Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
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Cites work
- scientific article; zbMATH DE number 3791104 (Why is no real title available?)
- scientific article; zbMATH DE number 592648 (Why is no real title available?)
- scientific article; zbMATH DE number 914364 (Why is no real title available?)
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- Numerical solution for optimization over the efficient set by d.c. optimization algorithms
- On the continuity of the minimum set of a continuous function
- Optimization over the efficient set
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- Partitioning procedures for solving mixed-variables programming problems
- Point-to-Set Maps in Mathematical Programming
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Cited in
(24)- Duality bound method for the general quadratic programming problem with quadratic constraints
- 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
- Duality Bound Methods in Global Optimization
- 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
- Convergence of duality bound method in partly convex programming
- A convex analysis approach for convex multiplicative programming
- On duality bound methods for nonconvex global optimization
- 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
- 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
- A decomposition approach for global optimum search in QP, NLP and MINLP problems
- On a decomposition method for nonconvex global optimization
- A robust solution approach for nonconvex quadratic programs with additional multiplicative constraints
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