A canonical dual approach for solving linearly constrained quadratic programs

DOI10.1016/j.ejor.2011.09.015zbMath1244.90179OpenAlexW2033366790WikidataQ57432192 ScholiaQ57432192MaRDI QIDQ439448

Shu-Cherng Fang, Ruey-Lin Sheu, Ziteng Wang, Wen-Xun Xing

Publication date: 16 August 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.09.015

zbMATH Keywords

global optimizationquadratic programmingcanonical duality theory

Mathematics Subject Classification ID

Quadratic programming (90C20)

Uses Software

• CVX

Cites Work

• Unnamed Item
• Unnamed Item
• Canonical dual approach to solving 0-1 quadratic programming problems
• Global extremal conditions for multi-integer quadratic programming
• Global optimization for a class of fractional programming problems
• Quadratic programming with one negative eigenvalue is NP-hard
• The search for a global maximum of a convex functional on an admissible set
• An algorithm for global minimization of linearly constrained quadratic functions
• Canonical duality theory and solutions to constrained nonconvex quadratic programming
• A reformulation-convexification approach for solving nonconvex quadratic programming problems
• A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations
• A General Quadratic Programming Algorithm
• Complementarity problems
• Canonical dual transformation method and generalized triality theory in nonsmooth global optimization

This page was built for publication: A canonical dual approach for solving linearly constrained quadratic programs