A class of differential quadratic programming problems

DOI10.1016/j.amc.2015.08.041zbMath1410.90146OpenAlexW1250836021MaRDI QIDQ670795

Xing Wang, Chang-qi Tao, Guo-ji Tang

Publication date: 20 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.08.041

zbMATH Keywords

convergence analysisCarathéodory weak solutiondifferential quadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Linear-quadratic optimal control problems (49N10)

Related Items (3)

Existence and discrete approximation for optimization problems governed by fractional differential equations ⋮ Singular infinite horizon zero-sum linear-quadratic differential game: saddle-point equilibrium sequence ⋮ Existence result for differential variational inequality with relaxing the convexity condition

Cites Work

• New semidefinite programming relaxations for box constrained quadratic program
• Remarks on solutions to a nonconvex quadratic programming test problem
• A branch and bound method via d. c. optimization algorithms and ellipsoidal technique for box constrained nonconvex quadratic problems
• On standard quadratic optimization problems
• A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs
• A relaxation method for nonconvex quadratically constrained quadratic programs
• Unconstrained formulation of standard quadratic optimization problems
• Quartic formulation of standard quadratic optimization problems
• On Certain Questions in the Theory of Optimal Control
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