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Standard bi-quadratic optimization problems and unconstrained polynomial reformulations

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  • Immanuel Bomze
  • Chen Ling
  • Liqun Qi
  • Xinzhen Zhang

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  • Immanuel Bomze & Chen Ling & Liqun Qi & Xinzhen Zhang, 2012. "Standard bi-quadratic optimization problems and unconstrained polynomial reformulations," Journal of Global Optimization, Springer, vol. 52(4), pages 663-687, April.
    • Handle: RePEc:spr:jglopt:v:52:y:2012:i:4:p:663-687
    DOI: 10.1007/s10898-011-9710-5
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    References listed on IDEAS

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    1. Jong-Shi Pang, 1980. "A New and Efficient Algorithm for a Class of Portfolio Selection Problems," Operations Research, INFORMS, vol. 28(3-part-ii), pages 754-767, June.
    2. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    3. Immanuel Bomze & Luigi Grippo & Laura Palagi, 2012. "Unconstrained formulation of standard quadratic optimization problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 35-51, April.
    4. Z. Y. Wu & L. S. Zhang & K. L. Teo & F. S. Bai, 2005. "New Modified Function Method for Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 125(1), pages 181-203, April.
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    Cited by:

    1. Shenglong Hu & Guoyin Li & Liqun Qi, 2016. "A Tensor Analogy of Yuan’s Theorem of the Alternative and Polynomial Optimization with Sign structure," Journal of Optimization Theory and Applications, Springer, vol. 168(2), pages 446-474, February.
    2. Sung-Pil Hong & Kyung Min Kim & Suk-Joon Ko, 2021. "Estimating heterogeneous agent preferences by inverse optimization in a randomized nonatomic game," Annals of Operations Research, Springer, vol. 307(1), pages 207-228, December.
    3. Sheng-Long Hu & Zheng-Hai Huang, 2011. "Alternating direction method for bi-quadratic programming," Journal of Global Optimization, Springer, vol. 51(3), pages 429-446, November.

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