Pages that link to "Item:Q1892602"

The following pages link to A relaxation method for nonconvex quadratically constrained quadratic programs (Q1892602):

Displaying 48 items.

• Exact quadratic convex reformulations of mixed-integer quadratically constrained problems (Q304240) (← links)
• An LPCC approach to nonconvex quadratic programs (Q431005) (← links)
• Global optimization algorithm for mixed integer quadratically constrained quadratic program (Q515761) (← 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)
• A class of differential quadratic programming problems (Q670795) (← links)
• Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons (Q717135) (← links)
• Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization (Q721146) (← links)
• An accelerating algorithm for globally solving nonconvex quadratic programming (Q824677) (← links)
• A parametric linear relaxation algorithm for globally solving nonconvex quadratic programming (Q902804) (← links)
• A note on weakly active constraints in connection with nonconvex quadratic programming (Q1197678) (← links)
• A simplicial branch-and-bound method for solving nonconvex all-quadratic programs (Q1281481) (← links)
• Relaxation of a quadratic functional defined by a nonnegative unbounded matrix (Q1300249) (← links)
• Utility function programs and optimization over the efficient set in multiple-objective decision making (Q1356096) (← links)
• Semidefinite programming relaxation for nonconvex quadratic programs (Q1361074) (← links)
• Packing equal circles in a square: A deterministic global optimization approach (Q1613419) (← links)
• A novel optimization method for nonconvex quadratically constrained quadratic programs (Q1724769) (← links)
• A distributed continuous-time method for non-convex QCQPs (Q1729053) (← links)
• Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint (Q1753128) (← links)
• Lagrangian decomposition of block-separable mixed-integer all-quadratic programs (Q1771303) (← links)
• A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs (Q1780950) (← links)
• Difference of convex solution of quadratically constrained optimization problems. (Q1810525) (← links)
• Global optimization approach to unequal global optimization approach to unequal sphere packing problems in 3D (Q1862200) (← links)
• The relaxation method for certain type of pseudoconvex programming problems (Q1902802) (← links)
• Application of the combined relaxation method to find equilibrium points of quasi-concave-convex functions (Q1902862) (← links)
• A reformulation-convexification approach for solving nonconvex quadratic programming problems (Q1905961) (← links)
• On convex relaxations for quadratically constrained quadratic programming (Q1925792) (← links)
• The exact solution of multiparametric quadratically constrained quadratic programming problems (Q2022221) (← links)
• Cheaper relaxation and better approximation for multi-ball constrained quadratic optimization and extension (Q2045012) (← links)
• A branch and bound algorithm for general mixed-integer quadratic programs based on quadratic convex relaxation (Q2251137) (← links)
• Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (Q2355106) (← links)
• A robust algorithm for quadratic optimization under quadratic constraints (Q2385494) (← links)
• Multi-period price promotions in a single-supplier, multi-retailer supply chain under asymmetric demand information (Q2449369) (← links)
• Inventory and investment in setup and quality operations under return on investment maximization (Q2455619) (← links)
• The bounds of feasible space on constrained nonconvex quadratic programming (Q2469621) (← links)
• On solving nonconvex optimization problems by reducing the duality gap (Q2494287) (← links)
• A global optimization algorithm using linear relaxation (Q2507847) (← links)
• An optimal trade-off model for portfolio selection with sensitivity of parameters (Q2628195) (← links)
• Computational methods for solving nonconvex block-separable constrained quadratic problems (Q2810546) (← links)
• Optimal trade-off portfolio selection between total risk and maximum relative marginal risk^† (Q2829556) (← 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)
• Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective (Q5057987) (← links)
• A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity (Q5084603) (← links)
• An Iterative Rank Penalty Method for Nonconvex Quadratically Constrained Quadratic Programs (Q5244155) (← links)
• Duality bound method for the general quadratic programming problem with quadratic constraints (Q5925726) (← links)
• A global supply chain model with transfer pricing and transportation cost allocation (Q5925942) (← links)
• Adaptive piecewise linear relaxations for enclosure computations for nonconvex multiobjective mixed-integer quadratically constrained programs (Q6166099) (← links)