Pages that link to "Item:Q1970300"
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The following pages link to A branch and cut algorithm for nonconvex quadratically constrained quadratic programming (Q1970300):
Displaying 39 items.
- Global optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxations (Q1925777) (← links)
- Decomposition strategy for the stochastic pooling problem (Q1928271) (← links)
- An RLT approach for solving the binary-constrained mixed linear complementarity problem (Q2002841) (← links)
- Conic approximation to nonconvex quadratic programming with convex quadratic constraints (Q2018510) (← links)
- Outer-product-free sets for polynomial optimization and oracle-based cuts (Q2196293) (← links)
- ANTIGONE: algorithms for coNTinuous/Integer global optimization of nonlinear equations (Q2250093) (← links)
- A branch and bound algorithm for general mixed-integer quadratic programs based on quadratic convex relaxation (Q2251137) (← links)
- A branch-and-cut algorithm for mixed-integer bilinear programming (Q2282539) (← links)
- Template polyhedra and bilinear optimization (Q2322312) (← links)
- Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (Q2355106) (← links)
- A subgradient-based convex approximations method for DC programming and its applications (Q2358301) (← links)
- A robust algorithm for quadratic optimization under quadratic constraints (Q2385494) (← links)
- Large-scale standard pooling problems with constrained pools and fixed demands (Q2392105) (← links)
- Finding largest small polygons with gloptipoly (Q2392118) (← links)
- Strong formulations for the pooling problem (Q2392127) (← links)
- Branch-delete-bound algorithm for globally solving quadratically constrained quadratic programs (Q2409582) (← links)
- Extremal problems for convex polygons (Q2460117) (← links)
- Algorithms for separable nonlinear least squares with application to modelling time-resolved spectra (Q2460122) (← links)
- Biconvex sets and optimization with biconvex functions: a survey and extensions (Q2465382) (← links)
- Bilevel optimization applied to strategic pricing in competitive electricity markets (Q2479837) (← links)
- A new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems (Q2572774) (← links)
- An optimal trade-off model for portfolio selection with sensitivity of parameters (Q2628195) (← links)
- A reformulation-linearization based algorithm for the smallest enclosing circle problem (Q2666744) (← links)
- A penalized nonlinear ADMM algorithm applied to the multi-constrained traffic assignment problem (Q2691902) (← links)
- Optimal trade-off portfolio selection between total risk and maximum relative marginal risk<sup>†</sup> (Q2829556) (← links)
- Dynamically generated cutting planes for mixed-integer quadratically constrained quadratic programs and their incorporation into GloMIQO 2 (Q2943816) (← links)
- A Branch--and--Bound-Based Algorithm for Nonconvex Multiobjective Optimization (Q4629343) (← links)
- Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm (Q4631770) (← links)
- A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems (Q4639134) (← links)
- Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints (Q5060505) (← links)
- A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity (Q5084603) (← links)
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection (Q6064034) (← links)
- A signomial programming-based approach for multi-echelon supply chain disruption risk assessment with robust dynamic Bayesian network (Q6065614) (← links)
- Outcome-space branch-and-bound outer approximation algorithm for a class of non-convex quadratic programming problems (Q6102175) (← links)
- Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints (Q6166654) (← links)
- Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391) (← links)
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization (Q6589750) (← links)
- Polynomial optimization: tightening RLT-based branch-and-bound schemes with conic constraints (Q6661703) (← links)
- Polyhedral properties of RLT relaxations of nonconvex quadratic programs and their implications on exact relaxations (Q6665387) (← links)
