QuadProgBB

swMATH13485MaRDI QIDQ25399FDOQ25399

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Source code repository: https://github.com/sburer/QuadProgBB

Cited In (47)

• 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
• Cutting Plane Generation through Sparse Principal Component Analysis
• A successive linear approximation algorithm for the global minimization of a concave quadratic program
• A distributionally robust optimization approach for two-stage facility location problems
• Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
• Dynamically generated cutting planes for mixed-integer quadratically constrained quadratic programs and their incorporation into GloMIQO 2
• A spatial branch-and-cut method for nonconvex QCQP with bounded complex variables
• A branch and bound algorithm for nonconvex quadratic optimization with ball and linear constraints
• Outer-product-free sets for polynomial optimization and oracle-based cuts
• Global solutions of nonconvex standard quadratic programs via mixed integer linear programming reformulations
• Copositivity and complete positivity. Abstracts from the workshop held October 29 -- Novermber 4, 2017
• A simultaneous diagonalization-based quadratic convex reformulation for nonconvex quadratically constrained quadratic program
• DC decomposition based branch-and-bound algorithms for box-constrained quadratic programs
• Exploiting symmetry in copositive programs via semidefinite hierarchies
• A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs
• Penalized semidefinite programming for quadratically-constrained quadratic optimization
• An efficient global algorithm for a class of indefinite separable quadratic programs
• Global solution of non-convex quadratically constrained quadratic programs
• Adaptive global algorithm for solving box-constrained non-convex quadratic minimization problems
• Exactness conditions for an SDP relaxation of the extended trust region problem
• A new algorithm for concave quadratic programming
• Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems
• Solving Quadratic Programming by Cutting Planes
• Sum of squares certificates for containment of \(\mathcal{H}\)-polytopes in \(\mathcal{V}\)-polytopes
• On global optimization with indefinite quadratics
• Computing mixed strategies equilibria in presence of switching costs by the solution of nonconvex QP problems
• An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
• Title not available (Why is that?)
• A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming
• Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques
• Completely positive reformulations for polynomial optimization
• A computational study on QP problems with general linear constraints
• The CP-matrix approximation problem
• Globally solving nonconvex quadratic programming problems via completely positive programming
• Compact mixed-integer programming formulations in quadratic optimization
• Relaxing nonconvex quadratic functions by multiple adaptive diagonal perturbations
• Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation
• Domain reduction techniques for global NLP and MINLP optimization
• Bounds tightening based on optimality conditions for nonconvex box-constrained optimization
• An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints
• Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time
• 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
• QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs
• A binarisation heuristic for non-convex quadratic programming with box constraints
• Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization

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