Add to ORKGThis paper is primarily concerned with the extension of the bound improving sequence algorithm (Bárcia, 1985, 1987) to nonlinear discrete programming problems. Our attention is then focused to quadratic constrained binary problems. It is shown that for a particular class of these problems a computationally efficient algorithm is derived from the general approach.N/
This paper presents a canonical dual method for solving a quadratic discrete value selection problem...
We provide several applications of the linearization problem of a binary quadratic problem. We propo...
In this paper, we present a new method for solving quadratic programming problems, not strictly conv...
This paper is primarily concerned with the extension of the bound improving sequence algorithm (Bárc...
AbstractThis paper gives a general theory for constructive dual methods in discrete programming. The...
In this work, we propose a strategy for computing valid lower bounds for a specific class of integer...
The purpose of this note is to report a new tool for discrete programming: Bound improving sequences...
We consider problem (QP) of minimizing a quadratic function subject to linear or quadratic constrain...
International audienceWe present a new approach to constrained quadratic binary programming. Dual bo...
In this paper we introduce a Newton-type algorithm model for solving smooth nonlinear optimization p...
We perform a theoretical and computational study of the classical linearisation techniques (LT) and ...
summary:The paper describes the dual method for solving a special problem of quadratic programming a...
The non-linear programming problem seeks to maximize a function f(x) where the n component vector x ...
This article is based on an idea proposed by C. W. Carroll for transforming a mathematical programmi...
Three stepsize strategies are considered for Sequential Quadratic Programming and Primal-Dual Interi...
This paper presents a canonical dual method for solving a quadratic discrete value selection problem...
We provide several applications of the linearization problem of a binary quadratic problem. We propo...
In this paper, we present a new method for solving quadratic programming problems, not strictly conv...
This paper is primarily concerned with the extension of the bound improving sequence algorithm (Bárc...
AbstractThis paper gives a general theory for constructive dual methods in discrete programming. The...
In this work, we propose a strategy for computing valid lower bounds for a specific class of integer...
The purpose of this note is to report a new tool for discrete programming: Bound improving sequences...
We consider problem (QP) of minimizing a quadratic function subject to linear or quadratic constrain...
International audienceWe present a new approach to constrained quadratic binary programming. Dual bo...
In this paper we introduce a Newton-type algorithm model for solving smooth nonlinear optimization p...
We perform a theoretical and computational study of the classical linearisation techniques (LT) and ...
summary:The paper describes the dual method for solving a special problem of quadratic programming a...
The non-linear programming problem seeks to maximize a function f(x) where the n component vector x ...
This article is based on an idea proposed by C. W. Carroll for transforming a mathematical programmi...
Three stepsize strategies are considered for Sequential Quadratic Programming and Primal-Dual Interi...
This paper presents a canonical dual method for solving a quadratic discrete value selection problem...
We provide several applications of the linearization problem of a binary quadratic problem. We propo...
In this paper, we present a new method for solving quadratic programming problems, not strictly conv...