A parametric linearizing approach for quadratically inequality constrained quadratic programs-Reference-Cited by-同舟云学术

A parametric linearizing approach for quadratically inequality constrained quadratic programs

Published:2018-01-01 Issue:1 Volume:16 Page:407-419
ISSN:2391-5455
Container-title:Open Mathematics
language:en
Short-container-title:

Author:

Jiao Hongwei¹²,Chen Rongjiang¹

Affiliation:

1. Postdoctoral Research Base, Henan Institute of Science and Technology , Xinxiang 453003 , China

2. Postdoctoral Research Station of Control Science and Engineering , Henan University of Science and Technology , Luoyang 471023 , China

Abstract

Abstract 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.

Publisher

Walter de Gruyter GmbH

Subject

General Mathematics

Link

https://www.degruyter.com/document/doi/10.1515/math-2018-0037/pdf

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