Pages that link to "Item:Q2770189"
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The following pages link to Second order cone programming relaxation of nonconvex quadratic optimization problems (Q2770189):
Displaying 50 items.
- Generating cutting planes for the semidefinite relaxation of quadratic programs (Q337405) (← links)
- Second-order minimization method for nonsmooth functions allowing convex quadratic approximations of the augment (Q346828) (← links)
- Quadratic optimization over a second-order cone with linear equality constraints (Q489094) (← links)
- Relaxations and discretizations for the pooling problem (Q513173) (← links)
- How to convexify the intersection of a second order cone and a nonconvex quadratic (Q517311) (← links)
- Nonconvex quadratically constrained quadratic programming: Best D.C. Decompositions and their SDP representations (Q645557) (← links)
- Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations (Q652290) (← links)
- Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons (Q717135) (← links)
- Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization (Q721146) (← links)
- Faster, but weaker, relaxations for quadratically constrained quadratic programs (Q742292) (← links)
- Solving Max-cut to optimality by intersecting semidefinite and polyhedral relaxations (Q847837) (← links)
- Using a mixed integer quadratic programming solver for the unconstrained quadratic \(0-1\) problem (Q868442) (← links)
- A globally convergent non-interior point algorithm with full Newton step for second-order cone programming (Q993313) (← links)
- Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming (Q1029700) (← links)
- Exact solutions of some nonconvex quadratic optimization problems via SDP and SOCP relaxa\-tions (Q1415482) (← 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)
- SpeeDP: an algorithm to compute SDP bounds for very large max-cut instances (Q1925791) (← links)
- Solving pooling problems with time discretization by LP and SOCP relaxations and rescheduling methods (Q2010087) (← links)
- An SOCP relaxation based branch-and-bound method for generalized trust-region subproblem (Q2031320) (← links)
- Exact dual bounds for some nonconvex minimax quadratic optimization problems (Q2043977) (← links)
- A new SOCP relaxation of nonconvex quadratic programming problems with a few negative eigenvalues (Q2112679) (← links)
- A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs (Q2244199) (← links)
- Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming (Q2274889) (← links)
- On polyhedral and second-order cone decompositions of semidefinite optimization problems (Q2294533) (← links)
- Conic relaxation approaches for equal deployment problems (Q2297663) (← links)
- Template polyhedra and bilinear optimization (Q2322312) (← links)
- A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints (Q2329678) (← links)
- New SOCP relaxation and branching rule for bipartite bilinear programs (Q2331354) (← links)
- An SQP-type algorithm for nonlinear second-order cone programs (Q2458912) (← links)
- The \(Q\) method for second order cone programming (Q2459387) (← links)
- A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming (Q2633541) (← links)
- Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations (Q2638381) (← links)
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
- Optimal trade-off portfolio selection between total risk and maximum relative marginal risk<sup>†</sup> (Q2829556) (← links)
- Second-Order Cone Relaxations for Binary Quadratic Polynomial Programs (Q3004990) (← links)
- Disjunctive Cuts for Non-convex Mixed Integer Quadratically Constrained Programs (Q3503837) (← links)
- Second order cone programming relaxation for quadratic assignment problems (Q3514847) (← links)
- Bounds for Random Binary Quadratic Programs (Q4609468) (← 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)
- Second Order Cone Programming Relaxation of a Positive Semidefinite Constraint (Q4653548) (← links)
- Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems (Q5038440) (← links)
- (Q5054600) (← links)
- Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques (Q5139846) (← links)
- On the Composition of Convex Envelopes for Quadrilinear Terms (Q5244679) (← links)
- On the Evaluation Complexity of Constrained Nonlinear Least-Squares and General Constrained Nonlinear Optimization Using Second-Order Methods (Q5253577) (← links)
- Discretization and localization in successive convex relaxation methods for nonconvex quadratic optimization. (Q5926332) (← links)
- Partial Lasserre relaxation for sparse Max-Cut (Q6050383) (← links)
- A new global algorithm for max-cut problem with chordal sparsity (Q6103705) (← links)
