A global optimization algorithm for generalized quadratic programming
type: Item
instance of: scholarly article
title: A global optimization algorithm for generalized quadratic programming
zbMATH Open document ID: 1397.90291
DOI: 10.1155/2013/215312
published in: Journal of Applied Mathematics
publication date: 2018-10-10T00:00:00Z
review text: Summary: We present a global optimization algorithm for solving generalized quadratic programming (GQP), that is, nonconvex quadratic programming with nonconvex quadratic constraints. By utilizing a new linearizing technique, the initial nonconvex programming problem (GQP) is reduced to a sequence of relaxation linear programming problems. To improve the computational efficiency of the algorithm, a range reduction technique is employed in the branch and bound procedure. The proposed algorithm is convergent to the global minimum of the (GQP) by means of the subsequent solutions of a series of relaxation linear programming problems. Finally, numerical results show the robustness and effectiveness of the proposed algorithm.
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C26
zbMATH DE Number: 6950559
Wikidata QID: Q59002130
author: Hong-Wei Jiao
author: Yongqiang Chen
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2013/215312
OpenAlex ID: W2154989278
description: scientific article; zbMATH DE number 6950559