A Global Optimization Algorithm for Solving Indefinite Quadratic Programming

被引：0
|
作者：
Wang, Chunfeng [1 ,2 ]
Deng, Yaping [1 ]
Shen, Peiping [1 ]
机构：
[1] Henan Normal Univ, Dept Math, Xinxiang 453007, Henan, Peoples R China
[2] Henan Normal Univ, Sch Math & Informat Sci, Henan Engn Lab Big Data Stat Anal & Optimal Contr, Xinxiang 453007, Henan, Peoples R China
来源：
ENGINEERING LETTERS | 2020年 / 28卷 / 04期
基金：
中国国家自然科学基金;
关键词：
Linear relaxation; Global optimization; Generalized quadratic programming; RELAXATION;
D O I：
暂无
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
It is very difficult to solve indefinite quadratic programming problem. In this paper, for globally solving such problem, a novel algorithm is presented. Firstly, the initial problem (P) is converted into an equivalent problem (EP); then, the problem (EP) is reduced to a sequence of linear programming problems, which are very easy to be solved. The convergence and the complexity of the proposed algorithm is presented, and some experiments are provided to show its feasibility.
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页码：1058 / 1062
页数：5
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