A new accelerating method for global non-convex quadratic optimization with non-convex quadratic constraints (Q2479256)
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English | A new accelerating method for global non-convex quadratic optimization with non-convex quadratic constraints |
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A new accelerating method for global non-convex quadratic optimization with non-convex quadratic constraints (English)
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26 March 2008
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The authors investigate an extension to the algorithm proposed by \textit{S.-J. Qu, K.-C. Zhang} and \textit{Y. Ji} [Appl. Math. Comput. 186, No. 1, 763-771 (2007; Zbl 1116.65070)] to produce a novel accelerating global optimization algorithm for non-convex quadratic problems with non-convex quadratic constraints. The paper begins with a brief introduction to this problem, followed by the presentation of the new deleting technique used for eliminating a region where the global optimum solution does not exist. This technique is then incorporated in the proposed algorithm, which is presented in Section 3, and its convergence properties are studied in detail. The last section presents the results of the numerical experimentation using the proposed algorithm. The article concludes with a section containing a summary of the main contributions of this paper and a list of useful relevant references.
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non-convex quadratic constraints
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linearizing method
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branch and bound
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accelerating method
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deleting technique
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numerical examples
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algorithm
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global optimization
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convergence
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