Now showing items 11-14 of 14
A Branch and Cut Algorithm for Nonconvex Quadratically Constrained Quadratic Programming
We present a branch and cut algorithm that yields in finite time, a globally epsilon-optimal solution (with respect to feasibility and optimality) of the nonconvex quadratically constrained quadratic programming problem. ...
Convergence Results for Pattern Search Algorithms are Tight
Recently, general definitions of pattern search methods for both unconstrained and linearly constrained optimization were presented. It was shown under mild conditions, that there exists a subsequence of iterates converging ...
Concavity Cuts for Disjoint Bilinear Programming
We pursue the study of concavity cuts for the disjoint bilinear programming problem. This optimization problem has two equivalent symmetric linear maxmin reformulations, leading to two sets of concavity cuts. We first ...
Generalized Pattern Searches with Derivative Information
A common question asked by users of direct search algorithms is how to use derivative information at iterates where it is available. This paper addresses that question with respect to Generalized Pattern Search (GPS) ...