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A computational comparison of some branch and bound methods for indefinite quadratic programs
Cambini, Riccardo; Sodini, Claudio - In: Central European journal of operations research : CEJOR … 16 (2008) 2, pp. 139-152
Persistent link: https://www.econbiz.de/10003714397
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Global optimization of a rank-two nonconvex program
Cambini, Riccardo; Sodini, Claudio - In: Mathematical methods of operations research 71 (2010) 1, pp. 165-180
Persistent link: https://www.econbiz.de/10003958348
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A unifying approach to solve some classes of rank-three multiplicative and fractional programs involving linear functions
Cambini, Riccardo; Sodini, Claudio - In: European journal of operational research : EJOR 207 (2010) 1, pp. 25-29
Persistent link: https://www.econbiz.de/10003996710
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A sequential method for a class of box constrained quadratic programming problems
Cambini, Riccardo; Sodini, Claudio - In: Mathematical methods of operations research 67 (2008) 2, pp. 223-243
Persistent link: https://www.econbiz.de/10003681297
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A sequential method for a class of box constrained quadratic programming problems
Cambini, Riccardo; Sodini, Claudio - In: Computational Statistics 67 (2008) 2, pp. 223-243
The aim of this paper is to propose an algorithm, based on the optimal level solutions method, which solves a particular class of box constrained quadratic problems. The objective function is given by the sum of a quadratic strictly convex separable function and the square of an affine function...
Persistent link: https://www.econbiz.de/10010847474
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Global optimization of a rank-two nonconvex program
Cambini, Riccardo; Sodini, Claudio - In: Computational Statistics 71 (2010) 1, pp. 165-180
In this paper a solution algorithm for a class of rank-two nonconvex programs having a polyhedral feasible region is proposed. The algorithm is based on the so called optimal level solutions method. Various global optimality conditions are discussed and implemented in order to improve the...
Persistent link: https://www.econbiz.de/10010847583
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A sequential method for a class of box constrained quadratic programming problems
Cambini, Riccardo; Sodini, Claudio - In: Mathematical Methods of Operations Research 67 (2008) 2, pp. 223-243
The aim of this paper is to propose an algorithm, based on the optimal level solutions method, which solves a particular class of box constrained quadratic problems. The objective function is given by the sum of a quadratic strictly convex separable function and the square of an affine function...
Persistent link: https://www.econbiz.de/10010949916
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Global optimization of a rank-two nonconvex program
Cambini, Riccardo; Sodini, Claudio - In: Mathematical Methods of Operations Research 71 (2010) 1, pp. 165-180
In this paper a solution algorithm for a class of rank-two nonconvex programs having a polyhedral feasible region is proposed. The algorithm is based on the so called optimal level solutions method. Various global optimality conditions are discussed and implemented in order to improve the...
Persistent link: https://www.econbiz.de/10010950016
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Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
Cambini, Riccardo; Sodini, Claudio - In: Mathematical methods of operations research 71 (2010) 1, pp. 47-85
Persistent link: https://www.econbiz.de/10008382716
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A unifying approach to solve some classes of rank-three multiplicative and fractional programs involving linear functions
Cambini, Riccardo; Sodini, Claudio - In: European journal of operational research : EJOR 207 (2010) 1, pp. 25-30
Persistent link: https://www.econbiz.de/10008433284