Results 131 to 140 of about 605 (168)

Global optimality conditions for mixed nonconvex quadratic programs†

Optimization, 2009
In this article, we present some global optimality conditions for mixed quadratic programming problems. Our approach is based on a L-subdifferential and an associated L-normal cone. Unlike most subdifferentials, the L-subdifferential is formed by functions that are not necessarily linear functions.
Z.Y. Wu, F.S. Bai
openaire   +1 more source

Global Optimization Versus Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs

Journal of Global Optimization, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hiroshi Konno, Rei Yamamoto
openaire   +1 more source

Two-Channel Linear Phase FIR QMF Bank Minimax Design via Global Nonconvex Optimization Programming [PDF]

IEEE Transactions on Signal Processing, 2010
In this correspondence, a two-channel linear phase finite-impulse-response (FIR) quadrature mirror filter (QMF) bank minimax design problem is formulated as a nonconvex optimization problem so that a weighted sum of the maximum amplitude distortion of the filter bank, the maximum passband ripple magnitude and the maximum stopband ripple magnitude of ...
Charlotte Yuk-Fan Ho, Bingo Wing-Kuen Ling, Wan-Chi Siu   +2 more
exaly   +4 more sources

Global optimization of nonconvex nonlinear programs via interval analysis

Computers & Chemical Engineering, 1994
Abstract A new global-optimization procedure is devised to tackle nonconvex nonlinear programming problems. The proposed algorithm is based on interval analysis and is guaranteed to yield the global solution. Several new accelerating tools are introduced to significantly reduce the computational intensity associated with classical interval-based ...
R. Vaidyanathan, M. El-Halwagi
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Sufficient Conditions for Global Optimality of Bivalent Nonconvex Quadratic Programs with Inequality Constraints

Journal of Optimization Theory and Applications, 2007
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Wu, Z. Y., Jeyakumar, V., Rubinov, A. M.
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Global Optimization of Nonconvex Generalized Disjunctive Programs

2009
Abstract This paper is concerned with the global optimization of Bilinear and Concave Generalized Disjunctive Programs. The efficiency of methods to solve these problems relies heavily on their capability for predicting strong lower bounds that in turn depend on the strength of their relaxations.
Juan P. Ruiz, Ignacio E. Grossmann
openaire   +1 more source

Sufficient global optimality conditions for some nonconvex quadratic program problems

2010 Second International Conference on Communication Systems, Networks and Applications, 2010
In this paper, a class of quadratic program problem with quadratic constrains is studied. Some sufficient global optimality conditions for some nonconvex quadratic program problems with quadratic constrains are presented according to the property of L- subdifferential.
null Jia Zhang, null Zhiyuan Tian
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Global Optimization of Nonconvex Polynomial Programming Problems Having Rational Exponents

Journal of Global Optimization, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A Lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures

Journal of Global Optimization, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ramkumar Karuppiah, Ignacio E. Grossmann
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A Deterministic Lagrangian-Based Global Optimization Approach for Quasiseparable Nonconvex Mixed-Integer Nonlinear Programs

Journal of Mechanical Design, 2009
We propose a deterministic approach for global optimization of nonconvex quasiseparable problems encountered frequently in engineering systems design. Our branch and bound-based optimization algorithm applies Lagrangian decomposition to (1) generate tight lower bounds by exploiting the structure of the problem and (2) enable parallel computing of ...
Aida Khajavirad, Jeremy J. Michalek
openaire   +1 more source