Solving a class of linearly constrained indefinite quadratic problems by DC algorithms (Q1368737)
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English | Solving a class of linearly constrained indefinite quadratic problems by DC algorithms |
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Solving a class of linearly constrained indefinite quadratic problems by DC algorithms (English)
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2 February 1999
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Linearly constrained indefinite quadratic problems play an important role in global optimization. In this paper, the authors study DC theory and its local approach to such problems. The new algorithm, CDA, efficiently produces local optima and, sometimes, global optima. Moreover, the authors propose a decomposition branch-and-bound method for globally solving these problems. Finally, many numerical simulations are reported.
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DC optimization
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linearly constrained indefinite quadratic problems
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global optimization
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DC theory
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decomposition branch-and-bound method
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