On a decomposition method for nonconvex global optimization
From MaRDI portal
Publication:2463828
DOI10.1007/s11590-006-0025-2zbMath1167.90016OpenAlexW2021624611MaRDI QIDQ2463828
Publication date: 6 December 2007
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-006-0025-2
parametric optimizationduality gapconvergence conditionsnonconvex global optimizationLagrangian boundbranch and bound decomposition algorithmmonotonic/linear problemspartly convexpartly monotonic
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)
Related Items (2)
On local search in d.c. optimization problems ⋮ On duality bound methods for nonconvex global optimization
Cites Work
- Unnamed Item
- Unnamed Item
- Convergence of duality bound method in partly convex programming
- Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
- Global minimization by reducing the duality gap
- Lagrange duality and partitioning techniques in nonconvex global optimization
- Minimax theorems revisited
- On solving nonconvex optimization problems by reducing the duality gap
- Monotonic Optimization: Problems and Solution Approaches
- Monotonic Optimization: Branch and Cut Methods
- Duality Bound Methods in Global Optimization
- Convex analysis and global optimization
- Duality bound method for the general quadratic programming problem with quadratic constraints
- Dual bounding procedures lead to convergent branch-and-bound algorithms
This page was built for publication: On a decomposition method for nonconvex global optimization
