A collection of test problems for constrained global optimization algorithms
A collection of test problems for constrained global optimization algorithms
Primal-relaxed dual global optimization approach
Journal of Optimization Theory and Applications
Global minimization by reducing the duality gap
Mathematical Programming: Series A and B
A new algorithm for solving the general quadratic programming problem
Computational Optimization and Applications
Duality bound method for the general quadratic programming problem with quadratic constraints
Journal of Optimization Theory and Applications
A Simplicial Branch-and-Bound Method for Solving Nonconvex All-Quadratic Programs
Journal of Global Optimization
Deterministic Global Optimization: Theory, Methods and (NONCONVEX OPTIMIZATION AND ITS APPLICATIONS Volume 37) (Nonconvex Optimization and Its Applications)
Introduction to Global Optimization (Nonconvex Optimization and Its Applications)
Introduction to Global Optimization (Nonconvex Optimization and Its Applications)
Algorithms for separable nonlinear least squares with application to modelling time-resolved spectra
Journal of Global Optimization
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Reduction of some classes of global optimization programs to bilinear programs may be done in various ways, and the choice of method clearly influences the ease of solution of the resulting problem. In this note we show how linear equality constraints may be used together with graph theoretic tools to reduce a bilinear program, i.e., eliminate variables from quadratic terms to minimize the number of complicating variables. The method is illustrated on an example. Computer results are reported on known test problems.