A successive linear approximation algorithm for the global minimization of a concave quadratic program

DOI10.1007/s40314-020-01317-1zbMath1463.90152OpenAlexW3084962387MaRDI QIDQ827382

Mohamed Telli, Abdelkader Mokhtari, Mohand Bentobache

Publication date: 7 January 2021

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-020-01317-1

zbMATH Keywords

global optimizationlinear programmingnumerical experimentslevel curveapproximation setsconcave quadratic programming

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Linear programming (90C05) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (3)

New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming ⋮ Rejoinder—A Gibbs Sampler for a Class of Random Convex Polytopes ⋮ Preface to the special issue dedicated to the 6th world congress on global optimization held in Metz, France, July 8--10, 2019

Uses Software

• Matlab
• CPLEX
• GLOBALLib
• QuadProgBB

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