Positive semidefinite penalty method for quadratically constrained quadratic programming

DOI10.1093/IMANUM/DRAA031MaRDI QIDQ5077064zbMATH OpenOpenAlexFDO

Authors Ran Gu, Qiang Du, Yaxiang Yuan

Publication date 17 May 2022

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imanum/draa031

zbMATH Keywords

penalty functionquadratically constrained quadratic programmingsemidefinite programmingsemidefinite relaxation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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(6)

• A dual-active-set algorithm for positive semi-definite quadratic programming
• Enhancing semidefinite relaxation for quadratically constrained quadratic programming via penalty methods
• Penalized semidefinite programming for quadratically-constrained quadratic optimization
• A Dual Method for Certain Positive Semidefinite Quadratic Programming Problems
• An iterative rank penalty method for nonconvex quadratically constrained quadratic programs
• A vectorized positive semidefinite penalty method for unconstrained binary quadratic programming

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