A global optimization algorithm using Lagrangian underestimates and the interval Newton method

DOI10.1023/A:1020383700229zbMath1046.90067OpenAlexW171437468MaRDI QIDQ1810869

Tim Van Voorhis

Publication date: 9 June 2003

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020383700229

zbMATH Keywords

Lagrangian dualConvex underestimateInterval Newton methodQuadratically constrained quadratic program

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46) Methods of quasi-Newton type (90C53) General methods in interval analysis (65G40)

Related Items (14)

An efficient algorithm for globally minimizing sum of quadratic ratios problem with nonconvex quadratic constraints ⋮ A deterministic global optimization algorithm based on a linearizing method for nonconvex quadratically constrained programs ⋮ A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity ⋮ A global optimization algorithm using parametric linearization relaxation ⋮ Branch-delete-bound algorithm for globally solving quadratically constrained quadratic programs ⋮ Enhancing the normalized multiparametric disaggregation technique for mixed-integer quadratic programming ⋮ Facets of a mixed-integer bilinear covering set with bounds on variables ⋮ Nonlinear robust optimization via sequential convex bilevel programming ⋮ A novel optimization method for nonconvex quadratically constrained quadratic programs ⋮ A fast memoryless interval-based algorithm for global optimization ⋮ Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons ⋮ Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization ⋮ A global optimization algorithm using linear relaxation ⋮ Interval branch and bound with local sampling for constrained global optimization

Uses Software

• INTOPT_90

This page was built for publication: A global optimization algorithm using Lagrangian underestimates and the interval Newton method