On the Sequential Quadratically Constrained Quadratic Programming Methods
نویسندگان
چکیده
منابع مشابه
On the Sequential Quadratically Constrained Quadratic Programming Methods
An iteration of the sequential quadratically constrained quadratic programming method (SQCQP) consists of minimizing a quadratic approximation of the objective function subject to quadratic approximation of the constraints, followed by a linesearch in the obtained direction. Methods of this class are receiving attention due to the development of efficient interior point techniques for solving s...
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Two important topics in the study of Quadratically Constrained Quadratic Programming (QCQP) are how to exactly solve a QCQP with few constraints in polynomial time and how to find an inexpensive and strong relaxation bound for a QCQP with many constraints. In this thesis, we first review some important results on QCQP, like the S-Procedure, and the strength of Lagrangian Relaxation and the semi...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2004
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.1030.0069