Quadratic problems defined on a convex hull of points

DOI10.1007/BF01934095MaRDI QIDQ1102708zbMATH OpenOpenAlexFDO

Authors Panos M. Pardalos

Publication date 1988

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01934095

zbMATH Keywords

convex programmingglobal minimumglobal optimizationquadratic programmingsuccessive simplex partitions

Mathematics Subject Classification ID

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

Review text

The problem under consideration is to find the global minimum of a quadratic function over convex hull of a given set of points. By splitting the objective function into a sum of a convex and a concave function, an initial convex underestimating function is constructed. By using successive simplex partitions, further convex underestimation functions are obtained for which the global minimizers can be evaluated. These points approximate the global optimum of the original problem.

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Cites work

• An algorithm for a singly constrained class of quadratic programs subject upper and lower bounds
• An algorithm for nonconvex programming problems
• Constrained global optimization: algorithms and applications
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• Methods for Global Concave Minimization: A Bibliographic Survey
• Optimal scaling of balls and polyhedra

Cited in

(6)

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• The recommender problem with convex hulls
• Algorithms for the solution of quadratic knapsack problems
• Global optimization algorithms for linearly constrained indefinite quadratic problems

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