a global optimization algorithm for generalized quadratic programming

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ID: 196609
2013
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Abstract
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.
Reference Key
jiao2013journala Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Hongwei Jiao;Yongqiang Chen
Journal Chemico-biological interactions
Year 2013
DOI
10.1155/2013/215312
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