Second order cone programming relaxation of nonconvex quadratic optimization problems

S Kim, M Kojima - Optimization methods and software, 2001 - Taylor & Francis
A disadvantage of the SDP (semidefinite programming) relaxation method for quadratic
and/or combinatorial optimization problems lies in its expensive computational cost. This …

Cones of matrices and successive convex relaxations of nonconvex sets

M Kojima, L Tunçel - SIAM Journal on Optimization, 2000 - SIAM
Let F be a compact subset of the n-dimensional Euclidean space Rn represented by (finitely
or infinitely many) quadratic inequalities. We propose two methods, one based on …

Global optimization of rational functions: a semidefinite programming approach

D Jibetean, E de Klerk - Mathematical Programming, 2006 - Springer
We consider the problem of global minimization of rational functions on (unconstrained
case), and on an open, connected, semi-algebraic subset of, or the (partial) closure of such …

Discretization and localization in successive convex relaxation methods for nonconvex quadratic optimization

M Kojima, L Tunçel - Mathematical Programming, 2000 - Springer
Based on the authors' previous work which established theoretical foundations of two,
conceptual, successive convex relaxation methods, ie, the SSDP (Successive Semidefinite …

Solution methods for general quadratic programming problem with continuous and binary variables: Overview

N Van Thoai - Advanced computational methods for knowledge …, 2013 - Springer
The nonconvex quadratic programming problem with continuous and/or binary variables is a
typical NP-hard optimization problem, which has a wide range of applications. This article …

On the finite convergence of successive SDP relaxation methods

M Kojima, L Tunçel - European Journal of Operational Research, 2002 - Elsevier
Let F be a subset of the n-dimensional Euclidean space Rn represented in terms of a
compact convex subset of Rn and a set of finitely or infinitely many quadratic inequalities …

Complexity analysis of successive convex relaxation methods for nonconvex sets

M Kojima, A Takeda - Mathematics of Operations Research, 2001 - pubsonline.informs.org
This paper discusses computational complexity of conceptual successive convex relaxation
methods proposed by Kojima and Tunçel for approximating a convex relaxation of a …

Parallel implementation of successive convex relaxation methods for quadratic optimization problems

A Takeda, K Fujisawa, Y Fukaya, M Kojima - Journal of Global …, 2002 - Springer
As computing resources continue to improve, global solutions for larger size quadrically
constrained optimization problems become more achievable. In this paper, we focus on …

Some fundamental properties of successive convex relaxation methods on LCP and related problems

M Kojima, L Tunçel - Journal of Global Optimization, 2002 - Springer
General successive convex relaxation methods (SRCMs) can be used to compute the
convex hull of any compact set, in an Euclidean space, described by a system of quadratic …

[SÁCH][B] Global optimization of rational functions: a semidefinite programming approach

D Jibetean, E de Klerk - 2003 - optimization-online.org
We consider the problem of global minimization of rational functions on IRn (unconstrained
case), and on an open, connected, semi-algebraic subset of IRn, or the (partial) closure of …