Duality Bound Method for the General Quadratic Programming Problem with Quadratic Constraints
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DOI: 10.1023/A:1026437621223
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References listed on IDEAS
- Nguyen Van Thoai & Hoang Tuy, 1980. "Convergent Algorithms for Minimizing a Concave Function," Mathematics of Operations Research, INFORMS, vol. 5(4), pages 556-566, November.
- M. Dür & R. Horst, 1997. "Lagrange Duality and Partitioning Techniques in Nonconvex Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 95(2), pages 347-369, November.
- R. Horst & N. V. Thoai, 1999. "DC Programming: Overview," Journal of Optimization Theory and Applications, Springer, vol. 103(1), pages 1-43, October.
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Cited by:
- Jiao, Hongwei & Liu, Sanyang & Lu, Nan, 2015. "A parametric linear relaxation algorithm for globally solving nonconvex quadratic programming," Applied Mathematics and Computation, Elsevier, vol. 250(C), pages 973-985.
- Duy-Van Nguyen, 2022. "Strong Duality for General Quadratic Programs with Quadratic Equality Constraints," Journal of Optimization Theory and Applications, Springer, vol. 195(1), pages 297-313, October.
- N.V. Thoai, 2002. "Convergence and Application of a Decomposition Method Using Duality Bounds for Nonconvex Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 113(1), pages 165-193, April.
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Keywords
general quadratic programming problem with quadratic constraints; global optimization; branch-and-bound algorithms; duality bounds;All these keywords.
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