Scholarlink

<p>We consider the solution of nonconvex quadratic optimization problems using an outer approximation of the set-copositive cone that is iteratively strengthened with cutting planes and conic constraints. Our methodology utilizes an MILP-based oracle for a generalization of the copositive cone that considers additional linear equality constraints. In numerical testing we evaluate our algorithm on a variety of different nonconvex quadratic problems.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Solving nonconvex optimization problems using outer approximations of the set-copositive cone

  • 期刊论文

  • 发表日期：

    2025年3月10日

查看全文
  • Markus Gabl,
  • Kurt M. Anstreicher

摘要

We consider the solution of nonconvex quadratic optimization problems using an outer approximation of the set-copositive cone that is iteratively strengthened with cutting planes and conic constraints. Our methodology utilizes an MILP-based oracle for a generalization of the copositive cone that considers additional linear equality constraints. In numerical testing we evaluate our algorithm on a variety of different nonconvex quadratic problems.