Cited in
(68)- A new branch-and-cut algorithm for non-convex quadratic programming via alternative direction method and semidefinite relaxation
- A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity
- 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
- DC decomposition based branch-and-bound algorithms for box-constrained quadratic programs
- A simultaneous diagonalization-based quadratic convex reformulation for nonconvex quadratically constrained quadratic program
- 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
- Adaptive global algorithm for solving box-constrained non-convex quadratic minimization problems
- Global solution of non-convex quadratically constrained quadratic programs
- Exactness conditions for an SDP relaxation of the extended trust region problem
- A new algorithm for concave quadratic programming
- Cutting plane generation through sparse principal component analysis
- Couenne
- GLOBALLib
- GloMIQO
- SpeeDP
- Polynomial Toolbox
- EDIM
- GraphGen
- coco_gop_ex
- FLO
- BiqMac
- NESTA
- perprof-py
- IQCP/MIQCP
- QPLIB
- ADMBB
- PhaseCut
- Algorithm 489
- quadprogIP
- dodgr
- Sum of squares certificates for containment of \(\mathcal{H}\)-polytopes in \(\mathcal{V}\)-polytopes
- On global optimization with indefinite quadratics
- Solving Quadratic Programming by Cutting Planes
- 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
- Robust investment management with uncertainty in fund managers' asset allocation
- A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming
- scientific article; zbMATH DE number 7413562 (Why is no real title available?)
- 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
- Globally solving nonconvex quadratic programming problems via completely positive programming
- The CP-matrix approximation problem
- LADEL
- SOS-SDP
- Compact mixed-integer programming formulations in quadratic optimization
- Relaxing nonconvex quadratic functions by multiple adaptive diagonal perturbations
- Copositive relaxation beats Lagrangian dual bounds in quadratically and linearly constrained quadratic optimization problems
- 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
- Domain reduction techniques for global NLP and MINLP optimization
- 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
- Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization
- A binarisation heuristic for non-convex quadratic programming with box constraints
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