Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 김선영 | * |
dc.date.accessioned | 2021-08-12T16:30:54Z | - |
dc.date.available | 2021-08-12T16:30:54Z | - |
dc.date.issued | 2021 | * |
dc.identifier.issn | 1055-6788 | * |
dc.identifier.issn | 1029-4937 | * |
dc.identifier.other | OAK-30013 | * |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/258584 | - |
dc.description.abstract | For the Lagrangian-DNN relaxation of quadratic optimization problems (QOPs), we propose a Newton-bracketing method to improve the performance of the bisection-projection method implemented in BBCPOP [ACM Tran. Softw., 45(3):34 (2019)]. The relaxation problem is converted into the problem of finding the largest zero y* of a continuously differentiable (except at y*) convex function g : R -> R such that g(y) = 0 if y <= y* and g(y) > 0 otherwise. In theory, the method generates lower and upper bounds of y* both converging to y*. Their convergence is quadratic if the right derivative of g at y* is positive. Accurate computation of g' (y) is necessary for the robustness of the method, but it is difficult to achieve in practice. As an alternative, we present a secant-bracketing method. We demonstrate that the method improves the quality of the lower bounds obtained by BBCPOP and SDPNAL+ for binary QOP instances from BIQMAC. Moreover, new lower bounds for the unknown optimal values of large scale QAP instances from QAPLIB are reported. | * |
dc.language | English | * |
dc.publisher | TAYLOR & | * |
dc.publisher | FRANCIS LTD | * |
dc.subject | Nonconvex quadratic optimization problems | * |
dc.subject | conic relaxations | * |
dc.subject | robust numerical algorithms | * |
dc.subject | Newton-bracketing method | * |
dc.subject | secant-bracketing method for generating valid bounds | * |
dc.title | A Newton-bracketing method for a simple conic optimization problem | * |
dc.type | Article | * |
dc.relation.issue | 44230.0 | * |
dc.relation.volume | 36 | * |
dc.relation.index | SCIE | * |
dc.relation.index | SCOPUS | * |
dc.relation.startpage | 371 | * |
dc.relation.lastpage | 388 | * |
dc.relation.journaltitle | OPTIMIZATION METHODS & SOFTWARE | * |
dc.identifier.doi | 10.1080/10556788.2020.1782906 | * |
dc.identifier.wosid | WOS:000599617900001 | * |
dc.author.google | Kim, Sunyoung | * |
dc.author.google | Kojima, Masakazu | * |
dc.author.google | Toh, Kim-Chuan | * |
dc.contributor.scopusid | 김선영(57221275622) | * |
dc.date.modifydate | 20231116113048 | * |