Questions tagged [global-optimality]

Use this tag for questions relating to an optimal (best) solution which attains the best objective function value over the entire set of feasible solutions.

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CPLEX non-convex Quadratic Programming algorithms

CPLEX solves non-convex quadratic problems to global optimality with a global optimality option (in version 12). The relevant pages are this and this. I benchmarked many solvers, and see that CPLEX ...
12
votes
1answer
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Recovering primal optimal solutions from dual sub gradient ascent using ergodic primal sequences

My question concerns recovering a primal optimal solution while performing dual sub gradient ascent. Denoting by $y_i$ the dual multiplier in the $i^{\text{th}}$ iteration, let \begin{equation} x_i = ...