Duality Bound Method for the General Quadratic Programming Problem with Quadratic Constraints
Author
Abstract
Suggested Citation
DOI: 10.1023/A:1026437621223
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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.
- 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.
- R. Horst & N. V. Thoai, 1999. "DC Programming: Overview," Journal of Optimization Theory and Applications, Springer, vol. 103(1), pages 1-43, October.
- Faiz A. Al-Khayyal & James E. Falk, 1983. "Jointly Constrained Biconvex Programming," Mathematics of Operations Research, INFORMS, vol. 8(2), pages 273-286, May.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- N. V. Thoai, 2010. "Reverse Convex Programming Approach in the Space of Extreme Criteria for Optimization over Efficient Sets," Journal of Optimization Theory and Applications, Springer, vol. 147(2), pages 263-277, November.
- Charles Audet & Jack Brimberg & Pierre Hansen & Sébastien Le Digabel & Nenad Mladenovi'{c}, 2004. "Pooling Problem: Alternate Formulations and Solution Methods," Management Science, INFORMS, vol. 50(6), pages 761-776, June.
- Shota Takahashi & Mituhiro Fukuda & Mirai Tanaka, 2022. "New Bregman proximal type algorithms for solving DC optimization problems," Computational Optimization and Applications, Springer, vol. 83(3), pages 893-931, December.
- Xiangyu Cui & Xun Li & Duan Li & Yun Shi, 2014. "Time Consistent Behavior Portfolio Policy for Dynamic Mean-Variance Formulation," Papers 1408.6070, arXiv.org, revised Aug 2015.
- Nadja Harms & Tim Hoheisel & Christian Kanzow, 2015. "On a Smooth Dual Gap Function for a Class of Player Convex Generalized Nash Equilibrium Problems," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 659-685, August.
- João Carlos O. Souza & Paulo Roberto Oliveira & Antoine Soubeyran, 2016. "Global convergence of a proximal linearized algorithm for difference of convex functions," Post-Print hal-01440298, HAL.
- Boglárka G.-Tóth & Kristóf Kovács, 2016. "Solving a Huff-like Stackelberg location problem on networks," Journal of Global Optimization, Springer, vol. 64(2), pages 233-247, February.
- Aras Selvi & Aharon Ben-Tal & Ruud Brekelmans & Dick den Hertog, 2022. "Convex Maximization via Adjustable Robust Optimization," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 2091-2105, July.
- Rafael Blanquero & Emilio Carrizosa & Amaya Nogales-Gómez & Frank Plastria, 2014. "Single-facility huff location problems on networks," Annals of Operations Research, Springer, vol. 222(1), pages 175-195, November.
- Marco Locatelli & Fabio Schoen, 2012. "On the relation between concavity cuts and the surrogate dual for convex maximization problems," Journal of Global Optimization, Springer, vol. 52(3), pages 411-421, March.
- J. X. Cruz Neto & P. R. Oliveira & A. Soubeyran & J. C. O. Souza, 2020.
"A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problem,"
Annals of Operations Research, Springer, vol. 289(2), pages 313-339, June.
- J. Cruz Neto & P. Oliveira & Antoine Soubeyran & J. Souza, 2020. "A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problem," Post-Print hal-01985336, HAL.
- M. Bierlaire & M. Thémans & N. Zufferey, 2010. "A Heuristic for Nonlinear Global Optimization," INFORMS Journal on Computing, INFORMS, vol. 22(1), pages 59-70, February.
- Andreas Löhne & Andrea Wagner, 2017. "Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver," Journal of Global Optimization, Springer, vol. 69(2), pages 369-385, October.
- İhsan Yanıkoğlu & Erinç Albey & Serkan Okçuoğlu, 2022. "Robust Parameter Design and Optimization for Quality Engineering," SN Operations Research Forum, Springer, vol. 3(1), pages 1-36, March.
- Eli Towle & James Luedtke, 2018. "New solution approaches for the maximum-reliability stochastic network interdiction problem," Computational Management Science, Springer, vol. 15(3), pages 455-477, October.
- Zhili Ge & Zhongming Wu & Xin Zhang & Qin Ni, 2023. "An extrapolated proximal iteratively reweighted method for nonconvex composite optimization problems," Journal of Global Optimization, Springer, vol. 86(4), pages 821-844, August.
- Radu Baltean-Lugojan & Ruth Misener, 2018. "Piecewise parametric structure in the pooling problem: from sparse strongly-polynomial solutions to NP-hardness," Journal of Global Optimization, Springer, vol. 71(4), pages 655-690, August.
- Stephan Dempe & Felix Harder & Patrick Mehlitz & Gerd Wachsmuth, 2019. "Solving inverse optimal control problems via value functions to global optimality," Journal of Global Optimization, Springer, vol. 74(2), pages 297-325, June.
- Evrim Dalkiran & Hanif Sherali, 2013. "Theoretical filtering of RLT bound-factor constraints for solving polynomial programming problems to global optimality," Journal of Global Optimization, Springer, vol. 57(4), pages 1147-1172, December.
- M. M. Faruque Hasan, 2018. "An edge-concave underestimator for the global optimization of twice-differentiable nonconvex problems," Journal of Global Optimization, Springer, vol. 71(4), pages 735-752, August.
More about this item
Keywords
general quadratic programming problem with quadratic constraints; global optimization; branch-and-bound algorithms; duality bounds;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:107:y:2000:i:2:d:10.1023_a:1026437621223. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.