An effective global optimization algorithm for quadratic programs with quadratic constraints
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Summary: This paper will present an effective algorithm for globally solving quadratic programs with quadratic constraints. In this algorithm, we propose a new linearization method for establishing the linear programming relaxation problem of quadratic programs with quadratic constraints. The proposed algorithm converges with the global optimal solution of the initial problem, and numerical experiments show the computational efficiency of the proposed algorithm.
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Cited in
(14)- An algorithm for global minimization of linearly constrained quadratic functions
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