Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques
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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ژورنال
عنوان ژورنال: INFORMS Journal on Computing
سال: 2020
ISSN: 1091-9856,1526-5528
DOI: 10.1287/ijoc.2018.0883