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A new bound-and-reduce approach of nonconvex quadratic programming problems.

Authors :
Gao, Yuelin
Wei, Fei
Source :
Applied Mathematics & Computation. Jan2015, Vol. 250, p298-308. 11p.
Publication Year :
2015

Abstract

For the nonconvex quadratic programming problem, a new linear programming relaxation bound-and-reduce algorithm is proposed and its convergence is proved. In this algorithm, a new hyper-rectangle partition technique and a new linear programming relaxation tactics are used. At the same time, the hyper-rectangular reduction method is used to raise its convergent speed. The numerical results demonstrate the effectiveness and feasibility of the proposed algorithm. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00963003
Volume :
250
Database :
Academic Search Index
Journal :
Applied Mathematics & Computation
Publication Type :
Academic Journal
Accession number :
99918876
Full Text :
https://doi.org/10.1016/j.amc.2014.10.077