We found a match
Your institution may have rights to this item. Sign in to continue.
- Title
A Novel Optimization Method for Nonconvex Quadratically Constrained Quadratic Programs.
- Authors
Hongwei Jiao; Yong-Qiang Chen; Wei-Xin Cheng
- Abstract
This paper presents a novel optimization method for effectively solving nonconvex quadratically constrained quadratic programs (NQCQP) problem. By applying a novel parametric linearizing approach, the initial NQCQP problem and its subproblems can be transformed into a sequence of parametric linear programs relaxation problems. To enhance the computational efficiency of the presented algorithm, a cutting down approach is combined in the branch and bound algorithm. By computing a series of parametric linear programs problems, the presented algorithm converges to the global optimum point of the NQCQP problem. At last, numerical experiments demonstrate the performance and computational superiority of the presented algorithm.
- Subjects
MATHEMATICAL optimization; NONCONVEX programming; COMPUTATIONAL complexity; LINEAR algebra; MATHEMATICAL programming
- Publication
Abstract & Applied Analysis, 2014, p1
- ISSN
1085-3375
- Publication type
Article
- DOI
10.1155/2014/698489