Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization

DOI10.1007/s10898-018-0617-2zbMath1402.90112OpenAlexW2788980057MaRDI QIDQ721146

Akiko Takeda, Shinji Yamada

Publication date: 18 July 2018

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-018-0617-2

zbMATH Keywords

subgradient methodquasi-convex functionnonconvex quadratically constrained quadratic programLagrangian dual optimizationsemidefinite program relaxation

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)

Related Items

A survey of hidden convex optimization, Achieving fairness with a simple ridge penalty

Uses Software

• GQTPAR
• Biq Mac

Cites Work

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