Pages that link to "Item:Q1029700"

The following pages link to Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming (Q1029700):

Displaying 50 items.

• Global solutions to a class of CEC benchmark constrained optimization problems (Q279808) (← links)
• Symmetry in RLT-type relaxations for the quadratic assignment and standard quadratic optimization problems (Q296969) (← links)
• Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO (Q322958) (← links)
• Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
• Generating cutting planes for the semidefinite relaxation of quadratic programs (Q337405) (← links)
• RLT-POS: reformulation-linearization technique-based optimization software for solving polynomial programming problems (Q340017) (← links)
• GLOMIQO: global mixed-integer quadratic optimizer (Q367170) (← links)
• Semidefinite relaxations for non-convex quadratic mixed-integer programming (Q378112) (← links)
• Theoretical filtering of RLT bound-factor constraints for solving polynomial programming problems to global optimality (Q386447) (← links)
• Copositivity and constrained fractional quadratic problems (Q403649) (← links)
• Gap inequalities for non-convex mixed-integer quadratic programs (Q408381) (← links)
• Enhancing RLT-based relaxations for polynomial programming problems via a new class of \(v\)-semidefinite cuts (Q453612) (← links)
• A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties (Q494344) (← links)
• Global optimization of non-convex generalized disjunctive programs: a review on reformulations and relaxation techniques (Q506439) (← links)
• An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints (Q513160) (← links)
• Relaxing the optimality conditions of box QP (Q538311) (← links)
• Enhancing RLT relaxations via a new class of semidefinite cuts (Q598599) (← links)
• Exploiting vector space properties to strengthen the relaxation of bilinear programs arising in the global optimization of process networks (Q628648) (← links)
• Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation (Q644906) (← links)
• Nonconvex quadratically constrained quadratic programming: Best D.C. Decompositions and their SDP representations (Q645557) (← links)
• Burer's key assumption for semidefinite and doubly nonnegative relaxations (Q691396) (← links)
• Solution existence and stability of quadratically constrained convex quadratic programs (Q691471) (← links)
• Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons (Q717135) (← links)
• Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization (Q721146) (← links)
• Extensions on ellipsoid bounds for quadratic integer programming (Q721161) (← links)
• DC decomposition based branch-and-bound algorithms for box-constrained quadratic programs (Q723488) (← links)
• A new branch-and-cut algorithm for non-convex quadratic programming via alternative direction method and semidefinite relaxation (Q820743) (← links)
• On box-constrained total least squares problem (Q827567) (← links)
• Globally solving nonconvex quadratic programming problems with box constraints via integer programming methods (Q1621692) (← links)
• A spatial branch-and-cut method for nonconvex QCQP with bounded complex variables (Q1675255) (← links)
• A note on representations of linear inequalities in non-convex mixed-integer quadratic programs (Q1728372) (← links)
• Enhancing semidefinite relaxation for quadratically constrained quadratic programming via penalty methods (Q1730782) (← links)
• A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides (Q1753067) (← links)
• Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint (Q1753128) (← links)
• The minimum distance superset problem: formulations and algorithms (Q1756748) (← links)
• A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming (Q1789641) (← links)
• A new conic approach to semisupervised support vector machines (Q1793456) (← links)
• Global optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxations (Q1925777) (← links)
• On convex relaxations for quadratically constrained quadratic programming (Q1925792) (← links)
• Branch and cut algorithms for detecting critical nodes in undirected graphs (Q1935569) (← links)
• An outer-approximation approach for information-maximizing sensor selection (Q1947624) (← links)
• A new algorithm for concave quadratic programming (Q2010088) (← links)
• Conic approximation to nonconvex quadratic programming with convex quadratic constraints (Q2018510) (← links)
• Convex reformulation for binary quadratic programming problems via average objective value maximization (Q2018868) (← links)
• Outer space branch and bound algorithm for solving linear multiplicative programming problems (Q2022174) (← links)
• The exact solution of multiparametric quadratically constrained quadratic programming problems (Q2022221) (← links)
• An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation (Q2044572) (← links)
• Convex hull representations for bounded products of variables (Q2046306) (← links)
• Inside-ellipsoid outside-sphere (IEOS) model for general bilinear feasibility problems: feasibility analysis and solution algorithm (Q2103717) (← links)
• \(S\)-frame discrepancy correction models for data-informed Reynolds stress closure (Q2134488) (← links)