A robust solution approach for nonconvex quadratic programs with additional multiplicative constraints

DOI10.1016/j.amc.2007.12.039zbMath1156.65063OpenAlexW1999157024MaRDI QIDQ945281

Yuan Ma, Yunpeng Duan, Pei-Ping Shen

Publication date: 12 September 2008

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.12.039

zbMATH Keywords

numerical examplesGlobal optimizationNonconvex quadratic programmingMonotonic optimizationbranch-reduce-and-bound algorithmMultiplicative constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)

Related Items (11)

An accelerating algorithm for globally solving nonconvex quadratic programming ⋮ A parametric linearizing approach for quadratically inequality constrained quadratic programs ⋮ A linearized relaxing algorithm for the specific nonlinear optimization problem ⋮ Branch-delete-bound algorithm for globally solving quadratically constrained quadratic programs ⋮ Globally minimizing a class of linear multiplicative forms via simplicial branch-and-bound ⋮ A parametric linear relaxation algorithm for globally solving nonconvex quadratic programming ⋮ Global optimization for generalized linear multiplicative programming using convex relaxation ⋮ A novel optimization method for nonconvex quadratically constrained quadratic programs ⋮ Global optimization algorithm for a generalized linear multiplicative programming ⋮ An out space accelerating algorithm for generalized affine multiplicative programs problem ⋮ Inner approximation algorithm for generalized linear multiplicative programming problems

Cites Work

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• Decomposition branch-and-bound based algorithm for linear programs with additional multiplicative constraints
• Linear multiplicative programming
• An algorithm for global minimization of linearly constrained quadratic functions
• A deterministic approach to linear programs with several additional multiplicative constraints
• A robust algorithm for quadratic optimization under quadratic constraints
• Monotonic Optimization: Problems and Solution Approaches
• Monotonic Optimization: Branch and Cut Methods
• Convex analysis and global optimization

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