A Global Optimization Algorithm for Generalized Quadratic Programming
We present a global optimization algorithm for solving generalized quadratic programming (GQP), that is, nonconvex quadratic programming with nonconvex quadratic constraints. By utilizing a new linearizing technique, the initial nonconvex programming problem (GQP) is reduced to a sequence of relaxat...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
|
| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2013/215312 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832552588735676416 |
|---|---|
| author | Hongwei Jiao Yongqiang Chen |
| author_facet | Hongwei Jiao Yongqiang Chen |
| author_sort | Hongwei Jiao |
| collection | DOAJ |
| description | We present a global optimization algorithm for solving generalized quadratic programming (GQP), that is, nonconvex quadratic programming with nonconvex quadratic constraints. By utilizing a new linearizing technique, the initial nonconvex programming problem (GQP) is reduced to a sequence of relaxation linear programming problems. To improve the computational efficiency of the algorithm, a range reduction technique is employed in the branch and bound procedure. The proposed algorithm is convergent to the global minimum of the (GQP) by means of the subsequent solutions of a series of relaxation linear programming problems. Finally, numerical results show the robustness and effectiveness of the proposed algorithm. |
| format | Article |
| id | doaj-art-bd7141f725f648e4ba0fbe2ce4a5f0d7 |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-bd7141f725f648e4ba0fbe2ce4a5f0d72025-02-03T05:58:20ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/215312215312A Global Optimization Algorithm for Generalized Quadratic ProgrammingHongwei Jiao0Yongqiang Chen1Department of Mathematics, Henan Institute of Science and Technology, Xinxiang 453003, ChinaDepartment of Mathematics, Henan Normal University, Xinxiang 453007, ChinaWe present a global optimization algorithm for solving generalized quadratic programming (GQP), that is, nonconvex quadratic programming with nonconvex quadratic constraints. By utilizing a new linearizing technique, the initial nonconvex programming problem (GQP) is reduced to a sequence of relaxation linear programming problems. To improve the computational efficiency of the algorithm, a range reduction technique is employed in the branch and bound procedure. The proposed algorithm is convergent to the global minimum of the (GQP) by means of the subsequent solutions of a series of relaxation linear programming problems. Finally, numerical results show the robustness and effectiveness of the proposed algorithm.http://dx.doi.org/10.1155/2013/215312 |
| spellingShingle | Hongwei Jiao Yongqiang Chen A Global Optimization Algorithm for Generalized Quadratic Programming Journal of Applied Mathematics |
| title | A Global Optimization Algorithm for Generalized Quadratic Programming |
| title_full | A Global Optimization Algorithm for Generalized Quadratic Programming |
| title_fullStr | A Global Optimization Algorithm for Generalized Quadratic Programming |
| title_full_unstemmed | A Global Optimization Algorithm for Generalized Quadratic Programming |
| title_short | A Global Optimization Algorithm for Generalized Quadratic Programming |
| title_sort | global optimization algorithm for generalized quadratic programming |
| url | http://dx.doi.org/10.1155/2013/215312 |
| work_keys_str_mv | AT hongweijiao aglobaloptimizationalgorithmforgeneralizedquadraticprogramming AT yongqiangchen aglobaloptimizationalgorithmforgeneralizedquadraticprogramming AT hongweijiao globaloptimizationalgorithmforgeneralizedquadraticprogramming AT yongqiangchen globaloptimizationalgorithmforgeneralizedquadraticprogramming |