Pages that link to "Item:Q1762459"
From MaRDI portal
The following pages link to Globally solving nonconvex quadratic programming problems via completely positive programming (Q1762459):
Displaying 11 items.
- Semidefinite Approaches for MIQCP: Convex Relaxations and Practical Methods (Q5351613) (← links)
- Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems (Q5501200) (← links)
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection (Q6064034) (← links)
- Outcome-space branch-and-bound outer approximation algorithm for a class of non-convex quadratic programming problems (Q6102175) (← links)
- (Global) optimization: historical notes and recent developments (Q6114910) (← links)
- An effective global algorithm for worst-case linear optimization under polyhedral uncertainty (Q6166102) (← links)
- Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints (Q6166654) (← links)
- An efficient global algorithm for indefinite separable quadratic knapsack problems with box constraints (Q6166655) (← links)
- Using general triangle inequalities within quadratic convex reformulation method (Q6175568) (← links)
- Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391) (← links)
- Concentrated portfolio selection models based on historical data (Q6574663) (← links)
