Pages that link to "Item:Q1780950"
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The following pages link to A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs (Q1780950):
Displaying 40 items.
- Optimal portfolio deleveraging under market impact and margin restrictions (Q2240011) (← links)
- A technique to derive the analytical form of convex envelopes for some bivariate functions (Q2250092) (← links)
- A branch and bound algorithm for general mixed-integer quadratic programs based on quadratic convex relaxation (Q2251137) (← links)
- Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming (Q2274889) (← links)
- Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra (Q2281450) (← links)
- Template polyhedra and bilinear optimization (Q2322312) (← links)
- A quadratic lower bound for homogeneous algebraic branching programs (Q2323359) (← links)
- New SOCP relaxation and branching rule for bipartite bilinear programs (Q2331354) (← links)
- An algorithm for global solution to bi-parametric linear complementarity constrained linear programs (Q2349521) (← links)
- Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (Q2355106) (← links)
- Mixed-integer linear methods for layout-optimization of screening systems in recovered paper production (Q2357214) (← links)
- Deterministic global optimization of binary hybrid distillation/melt-crystallization processes based on relaxed MINLP formulations (Q2357903) (← links)
- Branch-delete-bound algorithm for globally solving quadratically constrained quadratic programs (Q2409582) (← links)
- Error bounds for monomial convexification in polynomial optimization (Q2414910) (← links)
- Enhancing the normalized multiparametric disaggregation technique for mixed-integer quadratic programming (Q2423782) (← links)
- A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints (Q2425955) (← links)
- Second order optimality conditions and reformulations for nonconvex quadratically constrained quadratic programming problems (Q2438409) (← links)
- Computing the value of the convex envelope of quadratic forms over polytopes through a semidefinite program (Q2450669) (← links)
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
- An optimal trade-off model for portfolio selection with sensitivity of parameters (Q2628195) (← links)
- A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming (Q2633541) (← links)
- Computable representations for convex hulls of low-dimensional quadratic forms (Q2638365) (← links)
- A branch-bound cut technique for non-linear fractional multi-objective optimization problems (Q2657552) (← links)
- Dynamic optimization of nonlinear systems with guaranteed feasibility of inequality-path-constraints (Q2664250) (← links)
- Tight convex relaxations for the expansion planning problem (Q2671451) (← links)
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
- Alternative branching rules for some nonconvex problems (Q2943824) (← links)
- Convex Envelopes of Some Quadratic Functions over the n-Dimensional Unit Simplex (Q2954391) (← links)
- A simplex algorithm whose average number of steps is bounded between two quadratic functions of the smaller dimension (Q3773194) (← links)
- A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems (Q4639134) (← links)
- A new branch-and-bound algorithm for standard quadratic programming problems (Q4646674) (← links)
- Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints (Q5060505) (← links)
- Scalable Optimization Methods for Incorporating Spatiotemporal Fractionation into Intensity-Modulated Radiotherapy Planning (Q5086022) (← links)
- Using Two-Dimensional Projections for Stronger Separation and Propagation of Bilinear Terms (Q5110560) (← links)
- (Q5462190) (← links)
- Convex quadratic relaxations of nonconvex quadratically constrained quadratic programs (Q5746688) (← links)
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection (Q6064034) (← links)
- (Global) optimization: historical notes and recent developments (Q6114910) (← 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)
