Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound
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Publication:839489
DOI10.1007/S10589-007-9137-6zbMATH Open1170.90522OpenAlexW2025308368MaRDI QIDQ839489FDOQ839489
Authors: Samuel Burer, Dieter Vandenbussche 
Publication date: 2 September 2009
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-007-9137-6
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- A semidefinite programming heuristic for quadratic programming problems with complementarity constraints
Cited In (46)
- A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity
- A new branch-and-cut algorithm for non-convex quadratic programming via alternative direction method and semidefinite relaxation
- An accelerating algorithm for globally solving nonconvex quadratic programming
- A parametric linear relaxation algorithm for globally solving nonconvex quadratic programming
- 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
- Outer-product-free sets for polynomial optimization and oracle-based cuts
- Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach
- 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
- An algorithm for nonlinear optimization problems with binary variables
- Global solution of non-convex quadratically constrained quadratic programs
- Tight compact extended relaxations for nonconvex quadratic programming problems with box constraints
- Using general triangle inequalities within quadratic convex reformulation method
- Effective algorithms for optimal portfolio deleveraging problem with cross impact
- Cutting plane generation through sparse principal component analysis
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection
- Disjunctive Cuts for Nonconvex MINLP
- An LPCC approach to nonconvex quadratic programs
- Solving Quadratic Programming by Cutting Planes
- Convex quadratic relaxations of nonconvex quadratically constrained quadratic programs
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
- On linear programs with linear complementarity constraints
- Separation and relaxation for cones of quadratic forms
- Skyport location problem for urban air mobility system
- Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques
- Enhancing RLT-based relaxations for polynomial programming problems via a new class of \(v\)-semidefinite cuts
- 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 modification piecewise convexification method with a classification strategy for box-constrained non-convex optimization programs
- A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations
- A branch-and-cut algorithm for nonconvex quadratic programs with box constraints
- SDP-based branch-and-bound for non-convex quadratic integer optimization
- Domain reduction techniques for global NLP and MINLP optimization
- Bounds tightening based on optimality conditions for nonconvex box-constrained optimization
- Optimal portfolio deleveraging under market impact and margin restrictions
- Relaxing the optimality conditions of box QP
- (Global) optimization: historical notes and recent developments
- Globally solving nonconvex quadratic programming problems with box constraints via integer programming methods
- 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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