A parametric linearizing approach for quadratically inequality constrained quadratic programs
| Autor: | Rongjiang Chen, Hongwei Jiao |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
Inequality
General Mathematics media_common.quotation_subject 0211 other engineering and technologies 02 engineering and technology 01 natural sciences Quadratic equation QA1-939 Applied mathematics 0101 mathematics Global optimization Geometry and topology quadratically inequality constrained quadratic programs media_common Mathematics Parametric statistics Quadratic growth 021103 operations research global optimization 010102 general mathematics 65k05 90c20 interval deleting rule 90c26 parametric linearizing technique |
| Zdroj: | Open Mathematics, Vol 16, Iss 1, Pp 407-419 (2018) |
| ISSN: | 2391-5455 |
| Popis: | In this paper we propose a new parametric linearizing approach for globally solving quadratically inequality constrained quadratic programs. By utilizing this approach, we can derive the parametric linear programs relaxation problem of the investigated problem. To accelerate the computational speed of the proposed algorithm, an interval deleting rule is used to reduce the investigated box. The proposed algorithm is convergent to the global optima of the initial problem by subsequently partitioning the initial box and solving a sequence of parametric linear programs relaxation problems. Finally, compared with some existing algorithms, numerical results show higher computational efficiency of the proposed algorithm. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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