Pages that link to "Item:Q1386483"
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The following pages link to A combined d.c. optimization--ellipsoidal branch-and-bound algorithm for solving nonconvex quadratic programming problems (Q1386483):
Displaying 19 items.
- Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach (Q604257) (← links)
- An efficient combined DCA and B\&B using DC/SDP relaxation for globally solving binary quadratic programs (Q604951) (← links)
- Properties of two DC algorithms in quadratic programming (Q628748) (← links)
- Nonconvex quadratically constrained quadratic programming: Best D.C. Decompositions and their SDP representations (Q645557) (← links)
- A null-space method for computing the search direction in the general inertia-controlling method for dense quadratic programming (Q706949) (← links)
- A conic trust-region method for optimization with nonlinear equality and inequality constrains via active-set strategy (Q864760) (← links)
- On global optimization with indefinite quadratics (Q1707078) (← links)
- Convergence analysis of difference-of-convex algorithm with subanalytic data (Q1730802) (← links)
- DC programming and DCA: thirty years of developments (Q1749443) (← links)
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems (Q1772961) (← links)
- Value-at-risk optimization using the difference of convex algorithm (Q1929961) (← links)
- A framework for optimization under ambiguity (Q1931627) (← links)
- New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming (Q2124794) (← links)
- Variations and extension of the convex-concave procedure (Q2358020) (← links)
- A trust-region method by active-set strategy for general nonlinear optimization (Q2460581) (← links)
- A new accelerating method for global non-convex quadratic optimization with non-convex quadratic constraints (Q2479256) (← links)
- A global optimization algorithm using linear relaxation (Q2507847) (← links)
- Convex relaxation and Lagrangian decomposition for indefinite integer quadratic programming (Q2786313) (← links)
- DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231) (← links)
