An effective global optimization algorithm for quadratic programs with quadratic constraints (Q2335092)
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| Language | Label | Description | Also known as |
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| English | An effective global optimization algorithm for quadratic programs with quadratic constraints |
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An effective global optimization algorithm for quadratic programs with quadratic constraints (English)
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13 November 2019
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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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quadratic programs with quadratic constraints
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global optimization
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new linearization method
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branch-and-bound
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