Results 161 to 170 of about 1,124 (204)

Approximation of global optimal values of nonconvex programs using Successive Convex Relaxation Method (Continuous and Discrete Mathematics for Optimization)

Approximation of global optimal values of nonconvex programs using Successive Convex Relaxation Method (Continuous and Discrete Mathematics for Optimization)
openaire  

Some of the next articles are maybe not open access.

Related searches:

A global optimization algorithm for nonconvex generalized disjunctive programming and applications to process systems

Computers and Chemical Engineering, 2001
Abstract A global optimization algorithm for nonconvex Generalized Disjunctive Programming (GDP) problems is proposed in this paper. By making use of convex underestimating functions for bilinear, linear fractional and concave separable functions in the continuous variables, the convex hull of each nonlinear disjunction is constructed.
Ignacio Grossmann, Sangbum Lee
exaly   +2 more sources

A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity

INFORMS Journal on Computing, 2021
We consider the classical convex constrained nonconvex quadratic programming problem where the Hessian matrix of the objective to be minimized has r negative eigenvalues, denoted by (QPr). Based on a biconvex programming reformulation in a slightly higher dimension, we propose a novel branch-and-bound algorithm to solve (QP1) and show that it returns ...
Xiaoli Cen, Yong Xia 0002
openaire   +2 more sources

Global optimization of nonconvex factorable programming problems

Mathematical Programming, 2001
In this paper is presented a global optimization approach for solving a class of nonconvex factorable programming problems, that arise in a variety of engineering process control and design problems. McCormick introduced the nonconvex factorable programming problem in 1976 in a different, but equivalent, form.
Hanif D. Sherali, Hongjie Wang
openaire   +2 more sources

Global optimization of a rank-two nonconvex program

Mathematical Methods of Operations Research, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
CAMBINI, RICCARDO, SODINI, CLAUDIO
openaire   +2 more sources

A global optimization method for nonconvex separable programming problems

European Journal of Operational Research, 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Han-Lin Li 0003, Chian-Son Yu
openaire   +2 more sources

On Global Linear Convergence in Stochastic Nonconvex Optimization for Semidefinite Programming

IEEE Transactions on Signal Processing, 2019
Nonconvex reformulations via low-rank factorization for stochastic convex semidefinite optimization problem have attracted arising attention due to their empirical efficiency and scalability. Compared with the original convex formulations, the nonconvex ones typically involve much fewer variables, allowing them to scale to scenarios with millions of ...
Jinshan Zeng, Ke Ma 0001, Yuan Yao 0011
openaire   +2 more sources

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

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
openaire   +1 more source