Conic formulation of QPCCs applied to truly sparse QPs

IM Bomze, B Peng - Computational Optimization and Applications, 2023 - Springer
We study (nonconvex) quadratic optimization problems with complementarity constraints,
establishing an exact completely positive reformulation under—apparently new—mild …

A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints

J Zhou, Z Xu - Optimization Letters, 2019 - Springer
This paper proposes a new second-order cone programming (SOCP) relaxation for convex
quadratic programs with linear complementarity constraints. The new SOCP relaxation is …

An efficient global algorithm for indefinite separable quadratic knapsack problems with box constraints

S Li, Z Deng, C Lu, J Wu, J Dai, Q Wang - Computational Optimization and …, 2023 - Springer
The indefinite separable quadratic knapsack problem (ISQKP) with box constraints is known
to be NP-hard. In this paper, we propose a new branch-and-bound algorithm based on a …

A SOCP relaxation based branch-and-bound method for generalized trust-region subproblem.

J Zhou, C Lu, Y Tian, X Tang - Journal of Industrial & …, 2021 - search.ebscohost.com
This paper proposes a second-order cone programming (SOCP) relaxation for the
generalized trust-region problem by exploiting the property that any symmetric matrix and …

A new SOCP relaxation of nonconvex quadratic programming problems with a few negative eigenvalues

J Zhou, D Zhang, L Wang, Z Xu - Journal of Computational and Applied …, 2023 - Elsevier
We present a new second order cone programming (SOCP) relaxation of nonconvex
quadratic programs with a few negative eigenvalues (NQP-r-NE) by employing the …

[PDF][PDF] GLOBALLY SOLVING QUADRATIC PROGRAMS WITH CONVEX OBJECTIVE AND COMPLEMENTARITY CONSTRAINTS VIA COMPLETELY POSITIVE …

ZB Deng, Y Tian, C Lu, WX Xing - Journal of Industrial & …, 2018 - researchgate.net
Quadratic programs with complementarity constraints (QPCC) are NP-hard due to the
nonconvexity of complementarity relation between the pairs of nonnegative variables. Most …

Using joint generalized eigenvectors of a set of covariance matrix pencils for deflationary blind source extraction

M Zhang, X Li, J Peng - IEEE Transactions on Signal …, 2018 - ieeexplore.ieee.org
In this paper, we develop a new deflationary blind source extraction (BSE) algorithm that
extracts source signals in a sequential fashion via the joint generalized eigenvectors of a set …

A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs.

J Zhou, Z Deng - Journal of Industrial & Management …, 2020 - search.ebscohost.com
In this paper, we propose a novel low-dimensional semidefinite programming (SDP)
relaxation for convex quadratically constrained nonconvex quadratic programming …

Conic formulation of QPCCs applied to truly sparse QPs

B Immanuel M, P Bo - 2022 - dlib.phenikaa-uni.edu.vn
We study (nonconvex) quadratic optimization problems with complementarity constraints,
establishing an exact completely positive reformulation under—apparently new—mild …