Globally solving nonconvex quadratic programming problems via completely positive programming
نویسندگان
چکیده
منابع مشابه
Globally solving nonconvex quadratic programming problems via completely positive programming
Nonconvex quadratic programming (QP) is an NP-hard problem that optimizes a general quadratic function over linear constraints. This paper introduces a new global optimization algorithm for this problem, which combines two ideas from the literature—finite branching based on the first-order KKT conditions and polyhedral-semidefinite relaxations of completely positive (or copositive) programs. Th...
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Nonconvex quadratic programming is an NP-hard problem that optimizes a general quadratic function over linear constraints. This paper introduces a new global optimization algorithm for this problem, which combines two ideas from the literature—finite branching based on the first-order KKT conditions and polyhedral-semidefinite relaxations of completely positive (or copositive) programs. Through...
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ژورنال
عنوان ژورنال: Mathematical Programming Computation
سال: 2011
ISSN: 1867-2949,1867-2957
DOI: 10.1007/s12532-011-0033-9