Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound
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Cites work
- scientific article; zbMATH DE number 3677572 (Why is no real title available?)
- scientific article; zbMATH DE number 1057696 (Why is no real title available?)
- scientific article; zbMATH DE number 221928 (Why is no real title available?)
- scientific article; zbMATH DE number 3431982 (Why is no real title available?)
- A branch and bound method via d. c. optimization algorithms and ellipsoidal technique for box constrained nonconvex quadratic problems
- A branch-and-cut algorithm for nonconvex quadratic programs with box constraints
- A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations
- A polyhedral study of nonconvex quadratic programs with box constraints
- A semidefinite programming heuristic for quadratic programming problems with complementarity constraints
- Cones of Matrices and Set-Functions and 0–1 Optimization
- Fixing Variables in Semidefinite Relaxations
- Global optimization algorithms for linearly constrained indefinite quadratic problems
- Quadratic programming with one negative eigenvalue is NP-hard
- Solving Lift-and-Project Relaxations of Binary Integer Programs
- Solving large quadratic assignment problems on computational grids
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- Semidefinite Approaches for MIQCP: Convex Relaxations and Practical Methods
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
- Imposing symmetry in augmented linear systems.
- Using \(\ell_1\)-relaxation and integer programming to obtain dual bounds for sparse PCA
- A spatial branch-and-cut method for nonconvex QCQP with bounded complex variables
- Optimizing a polyhedral-semidefinite relaxation of completely positive programs
- Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach
- Outer-product-free sets for polynomial optimization and oracle-based cuts
- An algorithm for nonlinear optimization problems with binary variables
- An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
- Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints
- Tight compact extended relaxations for nonconvex quadratic programming problems with box constraints
- Global solution of non-convex quadratically constrained quadratic programs
- Using general triangle inequalities within quadratic convex reformulation method
- Effective algorithms for optimal portfolio deleveraging problem with cross impact
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- Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques
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- A computational study on QP problems with general linear constraints
- Globally solving nonconvex quadratic programming problems via completely positive programming
- Semidefinite relaxation for linear programs with equilibrium constraints
- A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations
- A modification piecewise convexification method with a classification strategy for box-constrained non-convex optimization programs
- A branch-and-cut algorithm for nonconvex quadratic programs with box constraints
- Bounds tightening based on optimality conditions for nonconvex box-constrained optimization
- Domain reduction techniques for global NLP and MINLP optimization
- SDP-based branch-and-bound for non-convex quadratic integer optimization
- Relaxing the optimality conditions of box QP
- Optimal portfolio deleveraging under market impact and margin restrictions
- (Global) optimization: historical notes and recent developments
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- New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation
- A binarisation heuristic for non-convex quadratic programming with box constraints
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