New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability
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Publication:930342
DOI10.1007/S10107-007-0138-0zbMATH Open1171.90007OpenAlexW1971027118MaRDI QIDQ930342FDOQ930342
Marco Locatelli, Immanuel M. Bomze, Fabio Tardella
Publication date: 30 June 2008
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-007-0138-0
semidefinite programmingnonconvex programmingbounds on optimal objective function valueLovasz's \(\theta\)-functionquadratic programmig
Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Semidefinite programming (90C22)
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Cited In (43)
- Two-stage stochastic standard quadratic optimization
- Extensions of the standard quadratic optimization problem: strong duality, optimality, hidden convexity and S-lemma
- Copositivity detection by difference-of-convex decomposition and \(\omega \)-subdivision
- Complexity and nonlinear semidefinite programming reformulation of \(\ell_1\)-constrained nonconvex quadratic optimization
- On sparsity of the solution to a random quadratic optimization problem
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- Cutting planes for semidefinite relaxations based on triangle-free subgraphs
- An improved algorithm to test copositivity
- Visualizing data as objects by DC (difference of convex) optimization
- Global solutions of nonconvex standard quadratic programs via mixed integer linear programming reformulations
- Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons
- Think co(mpletely)positive! Matrix properties, examples and a clustered bibliography on copositive optimization
- The difference between \(5\times 5\) doubly nonnegative and completely positive matrices
- A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs
- New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability
- Local linear convergence of the alternating direction method of multipliers for nonconvex separable optimization problems
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey
- A new branch-and-bound algorithm for standard quadratic programming problems
- A new global optimization algorithm for mixed-integer quadratically constrained quadratic fractional programming problem
- A new algorithm for concave quadratic programming
- Solving Quadratic Programming by Cutting Planes
- Copositivity and constrained fractional quadratic problems
- Separating doubly nonnegative and completely positive matrices
- Nonconvex homogeneous optimization: a general framework and optimality conditions of first and second-order
- Convex Envelopes of Some Quadratic Functions over the n-Dimensional Unit Simplex
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- A new method for mean-variance portfolio optimization with cardinality constraints
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- Gap, cosum and product properties of the θ′ bound on the clique number
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- On solving a non-convex quadratic programming problem involving resistance distances in graphs
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- Tightening a copositive relaxation for standard quadratic optimization problems
- Outcome-space branch-and-bound outer approximation algorithm for a class of non-convex quadratic programming problems
- An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints
- Performance comparison of two recently proposed copositivity tests
- Sparse solutions to random standard quadratic optimization problems
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- New Analysis on Sparse Solutions to Random Standard Quadratic Optimization Problems and Extensions
- Nonparametric density estimation with nonuniform B-spline bases
- Metastability in stochastic replicator dynamics
- Computing the value of the convex envelope of quadratic forms over polytopes through a semidefinite program
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