A continuous approch for globally solving linearly constrained quadratic
From MaRDI portal
Publication:2767579
DOI10.1080/02331930108844555zbMath1039.90050OpenAlexW2065119040MaRDI QIDQ2767579
Publication date: 22 April 2002
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331930108844555
Related Items
Solving partitioning-hub location-routing problem using DCA, New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming, Solving continuous min max problem for single period portfolio selection with discrete constraints by DCA, A continuous DC programming approach to the strategic supply chain design problem from qualified partner set, A continuous DC programming approach for resource allocation in OFDMA/TDD wireless networks, DCA for solving the scheduling of lifting vehicle in an automated port container terminal, A difference of convex functions algorithm for optimal scheduling and real-time assignment of preventive maintenance jobs on parallel processors, Value-at-risk optimization using the difference of convex algorithm, Solving the index tracking problem: a continuous optimization approach, A framework for optimization under ambiguity, A DC Algorithm for Solving Quadratic-linear Bilevel Optimization Problems, A New Approach for Optimizing Traffic Signals in Networks Considering Rerouting, Solving Relaxation Orienteering Problem Using DCA-CUT, The Maximum Ratio Clique Problem: A Continuous Optimization Approach and Some New Results, New formulations of the multiple sequence alignment problem, Open issues and recent advances in DC programming and DCA, Exact penalty and error bounds in DC programming, A DC programming approach for solving the symmetric eigenvalue complementarity problem, A branch-and-bound algorithm embedded with DCA for DC programming, A combined DCA: GA for constructing highly nonlinear balanced Boolean functions in cryptography, Global minimization of difference of quadratic and convex functions over box or binary constraints, A difference-of-convex programming approach with parallel branch-and-bound for sentence compression via a hybrid extractive model, Robust investment strategies with discrete asset choice constraints using DC programming, A neurodynamic approach to zero-one quadratic programming, DC programming and DCA: thirty years of developments, Continuous relaxation for discrete DC programming, A continuous approach for the concave cost supply problem via DC programming and DCA, Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm, A difference of convex formulation of value-at-risk constrained optimization, The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems, New and efficient algorithms for transfer prices and inventory holding policies in two-enterprise supply chains, Single Straddle Carrier Routing Problem in Port Container Terminals: Mathematical Model and Solving Approaches, On Algorithms for Difference of Monotone Operators, On Algorithms for Difference of Monotone Operators, DC Programming and DCA for Challenging Problems in Bioinformatics and Computational Biology, Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA, Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming
Uses Software
Cites Work
- Unnamed Item
- A continuous approach to inductive inference
- Approximation algorithms for indefinite quadratic programming
- Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
- A parallel algorithm for constrained concave quadratic global minimization
- Une caractérisation complete des minima locaux en programmation quadratique
- An interior point algorithm to solve computationally difficult set covering problems
- On solving a d.c. programming problem by a sequence of linear programs
- The complementary convex structure in global optimization
- A branch and bound method via d. c. optimization algorithms and ellipsoidal technique for box constrained nonconvex quadratic problems
- Optimization on low rank nonconvex structures
- Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
- A recipe for semidefinite relaxation for \((0,1)\)-quadratic programming
- A new algorithm for solving the general quadratic programming problem
- A parallel algorithm for partially separable non-convex global minimization: Linear constraints
- Separable concave minimization via partial outer approximation and branch and bound
- Numerical solution for optimization over the efficient set by d.c. optimization algorithms
- Computational aspects of a branch and bound algorithm for quadratic zero- one programming
- Global Minimization of a Linearly Constrained Concave Function by Partition of Feasible Domain
- Global minimization of large-scale constrained concave quadratic problems by separable programming
- Global minimization of a difference of two convex functions
- An Algorithm for Global Minimization of Linearly Constrained Concave Quadratic Functions
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- Global minimum test problem construction
- Solving Multiple Knapsack Problems by Cutting Planes
- An Algorithm for Separable Nonconvex Programming Problems
- Convex Analysis
- Convex analysis and global optimization