A parametric linearizing approach for quadratically inequality constrained quadratic programs

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...

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Bibliographic Details
Published inOpen mathematics (Warsaw, Poland) Vol. 16; no. 1; pp. 407 - 419
Main Authors Jiao, Hongwei, Chen, Rongjiang
Format Journal Article
LanguageEnglish
Published Warsaw De Gruyter 20.04.2018
De Gruyter Poland
Subjects
65K05
90C20
90C26
Algorithms
Global optimization
Interval deleting rule
Linear programming
Parametric linearizing technique
Quadratically inequality constrained quadratic programs
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Summary: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.
ISSN:2391-5455
2391-5455
DOI:10.1515/math-2018-0037