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1. An Effective Global Optimization Algorithm for Quadratic Programs with Quadratic Constraints.

Author

Shi, Dongwei, Yin, Jingben, and Bai, Chunyang

Subjects
*GLOBAL optimization, *QUADRATIC programming, *ALGORITHMS, *LINEAR programming
Abstract

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. [ABSTRACT FROM AUTHOR]

Published
2019
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