An Effective Global Optimization Algorithm for Quadratic Programs with Quadratic Constraints

被引：1
|
作者：
Shi, Dongwei [1 ]
Yin, Jingben [1 ]
Bai, Chunyang [1 ]
机构：
[1] Henan Inst Sci & Technol, Sch Math Sci, Xinxiang 453003, Peoples R China
来源：
SYMMETRY-BASEL | 2019年 / 11卷 / 03期
关键词：
quadratic programs with quadratic constraints; global optimization; new linearization method; branch-and-bound; SELF-ORGANIZING MAP; LINEARIZATION METHOD; TASK ASSIGNMENT; BOUND ALGORITHM; RANGE DIVISION; SUM;
D O I：
10.3390/sym11030424
中图分类号：
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
This paper will present an effective algorithm for globally solving quadratic programs with quadratic constraints. In this algorithm, we propose a new linearization method for establishing the linear programming relaxation problem of quadratic programs with quadratic constraints. The proposed algorithm converges with the global optimal solution of the initial problem, and numerical experiments show the computational efficiency of the proposed algorithm.
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页数：11
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