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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2004, Volume 7, Number 4, Pages 327–334
(Mi sjvm168)
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This article is cited in 1 scientific paper (total in 1 paper)
Searching for the global maximum of a quadratic function with linear constraints
E. A. Kotel'nikov Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences
Abstract:
The global maximum of a quadratic function is localized with the help of a decreasing sequence of linear
or quadratic majorants of the objective function. The majorants are constructed on subsets of the set of
admissible solutions.
Key words:
global optimum of quadratic function.
Received: 22.03.2004 Revised: 26.04.2004
Citation:
E. A. Kotel'nikov, “Searching for the global maximum of a quadratic function with linear constraints”, Sib. Zh. Vychisl. Mat., 7:4 (2004), 327–334
Linking options:
https://www.mathnet.ru/eng/sjvm168 https://www.mathnet.ru/eng/sjvm/v7/i4/p327
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Abstract page: | 451 | Full-text PDF : | 153 | References: | 52 |
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