A branch-and-bound algorithm embedded with DCA for DC programming

DOI10.1155/2012/364607zbMath1264.90182OpenAlexW1990631613WikidataQ58911488 ScholiaQ58911488MaRDI QIDQ1954706

Meihua Wang, Cheng-Xian Xu, Feng-Min Xu

Publication date: 11 June 2013

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/364607

zbMATH Keywords

branch-and-bound algorithmDifference of Convex (DC) functions programming

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonlinear programming (90C30)

Cites Work

• Unnamed Item
• Unnamed Item
• An efficient combined DCA and B\&B using DC/SDP relaxation for globally solving binary quadratic programs
• Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA
• Convex analysis approach to d. c. programming: Theory, algorithms and applications
• Exact penalty in d. c. programming
• The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
• A branch and bound algorithm for solving a class of D-C programming
• An evolutionary heuristic for the index tracking problem.
• Combination between global and local methods for solving an optimization problem over the efficient set
• Decomposition branch and bound method for globally solving linearly constrained indefinite quadratic minimization problems
• Mean-variance portfolio optimal problem under concave transaction cost
• A continuous approch for globally solving linearly constrained quadratic
• DC programming approach for portfolio optimization under step increasing transaction costs
• A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
• Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach
• On globally solving linearly constrained indefinite quadratic minimization problems by decomposition branch and bound method
• Combining DCA (DC Algorithms) and interior point techniques for large-scale nonconvex quadratic programming
• An Algorithm for Separable Nonconvex Programming Problems
• Convex Analysis
• Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints

This page was built for publication: A branch-and-bound algorithm embedded with DCA for DC programming