Results 1 to 10 of about 301 (40)
EURO Journal on Computational Optimization, 2021 A conic optimization problem is a problem involving a constraint that the optimization variable be in some closed convex cone. Prominent examples are linear programs (LP), second order cone programs (SOCP), semidefinite problems (SDP), and copositive ...
Mirjam Dür, Franz Rendl
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Branch-delete-bound algorithm for globally solving quadratically constrained quadratic programs
Open Mathematics, 2017 This paper presents a branch-delete-bound algorithm for effectively solving the global minimum of quadratically constrained quadratic programs problem, which may be nonconvex.
Hou Zhisong +3 more
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A fast branch-and-bound algorithm for non-convex quadratic integer optimization subject to linear constraints using ellipsoidal relaxations [PDF]
, 2015 We propose two exact approaches for non-convex quadratic integer minimization subject to linear constraints where lower bounds are computed by considering ellipsoidal relaxations of the feasible set.
Buchheim, Christoph +2 more
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On global optimization with indefinite quadratics
EURO Journal on Computational Optimization, 2017 We present an algorithmic framework for global optimization problems in which the non-convexity is manifested as an indefinite-quadratic as part of the objective function.
Marcia Fampa, Jon Lee, Wendel Melo
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Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections [PDF]
, 2015 This work focuses on the iterative solution of sequences of KKT linear systems arising in interior point methods applied to large convex quadratic programming problems.
Bellavia, S. +3 more
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Journal of Applied Mathematics, Volume 2004, Issue 5, Page 409-431, 2004., 2004 We consider the problem of projecting a point onto a region defined by a linear equality or inequality constraint and two‐sided bounds on the variables. Such problems are interesting because they arise in various practical problems and as subproblems of gradient‐type methods for constrained optimization.
Stefan M. Stefanov
wiley +1 more source
A parametric linearizing approach for quadratically inequality constrained quadratic programs
Open Mathematics, 2018 In this paper we propose a new parametric linearizing approach for globally solving quadratically inequality constrained quadratic programs. By utilizing this approach, we can derive the parametric linear programs relaxation problem of the investigated ...
Jiao Hongwei, Chen Rongjiang
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On the closure of the sum of closed subspaces
International Journal of Mathematics and Mathematical Sciences, Volume 26, Issue 5, Page 257-267, 2001., 2001 We give necessary and sufficient conditions for the sum of closed subspaces of a Hilbert space to be closed. Specifically, we show that the sum will be closed if and only if the angle between the subspaces is not zero, or if and only if the projection of either space into the orthogonal complement of the other is closed.
Irwin E. Schochetman +2 more
wiley +1 more source
Open Mathematics, 2018 In this paper, we present an effective algorithm for globally solving quadratic programs with quadratic constraints, which has wide application in engineering design, engineering optimization, route optimization, etc.
Tang Shuai, Chen Yuzhen, Guo Yunrui
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On a class of multivalued variational inequalities
International Journal of Stochastic Analysis, Volume 11, Issue 1, Page 79-93, 1998., 1996 In this paper, we introduce and study a new class of variational inequalities, which are called multivalued variational inequalities. These variational inequalities include as special cases, the previously known classes of variational inequalities. Using projection techniques, we show that multivalued variational inequalities are equivalent to fixed ...
Muhammad Aslam Noor
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