Pages that link to "Item:Q839489"
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The following pages link to Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound (Q839489):
Displaying 45 items.
- An LPCC approach to nonconvex quadratic programs (Q431005) (← links)
- On linear programs with linear complementarity constraints (Q452341) (← links)
- Enhancing RLT-based relaxations for polynomial programming problems via a new class of \(v\)-semidefinite cuts (Q453612) (← links)
- Bounds tightening based on optimality conditions for nonconvex box-constrained optimization (Q506441) (← links)
- Relaxing the optimality conditions of box QP (Q538311) (← links)
- Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach (Q604257) (← links)
- An algorithm for nonlinear optimization problems with binary variables (Q711384) (← links)
- A new branch-and-cut algorithm for non-convex quadratic programming via alternative direction method and semidefinite relaxation (Q820743) (← 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)
- Optimizing a polyhedral-semidefinite relaxation of completely positive programs (Q977327) (← 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)
- Domain reduction techniques for global NLP and MINLP optimization (Q1699520) (← links)
- New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation (Q1741128) (← links)
- Globally solving nonconvex quadratic programming problems via completely positive programming (Q1762459) (← links)
- A branch-and-cut algorithm for nonconvex quadratic programs with box constraints (Q1774170) (← links)
- Separation and relaxation for cones of quadratic forms (Q1942279) (← links)
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation (Q2044572) (← links)
- Tight compact extended relaxations for nonconvex quadratic programming problems with box constraints (Q2089865) (← links)
- Outer-product-free sets for polynomial optimization and oracle-based cuts (Q2196293) (← links)
- Optimal portfolio deleveraging under market impact and margin restrictions (Q2240011) (← links)
- A binarisation heuristic for non-convex quadratic programming with box constraints (Q2294229) (← links)
- SDP-based branch-and-bound for non-convex quadratic integer optimization (Q2416574) (← links)
- A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations (Q2476994) (← links)
- Skyport location problem for urban air mobility system (Q2669717) (← links)
- A computational study on QP problems with general linear constraints (Q2673522) (← links)
- Disjunctive Cuts for Nonconvex MINLP (Q2897296) (← links)
- Imposing symmetry in augmented linear systems (Q2948085) (← links)
- Solving Quadratic Programming by Cutting Planes (Q4634098) (← links)
- Global solution of non-convex quadratically constrained quadratic programs (Q4646675) (← links)
- Semidefinite relaxation for linear programs with equilibrium constraints (Q4921222) (← links)
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties (Q4995064) (← links)
- Cutting Plane Generation through Sparse Principal Component Analysis (Q5081781) (← links)
- A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity (Q5084603) (← links)
- Using ℓ1-Relaxation and Integer Programming to Obtain Dual Bounds for Sparse PCA (Q5095184) (← links)
- Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques (Q5139846) (← links)
- Semidefinite Approaches for MIQCP: Convex Relaxations and Practical Methods (Q5351613) (← 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)
- 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)
- Using general triangle inequalities within quadratic convex reformulation method (Q6175568) (← links)
- Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391) (← links)
