|
Sibirskii Zhurnal Vychislitel'noi Matematiki, 2008, Volume 11, Number 1, Pages 69–81
(Mi sjvm34)
|
|
|
|
Non-convex quadratic optimization on a parallelepiped
E. A. Kotel'nikov Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences
Abstract:
The approximating-combinatorial method for solving optimization problems is used for the search for a global maximum of a quadratic function on a parallelepiped. The approximating functions in this method are majorants of an object function. The majorants are constructed on subsets of parallelepiped of admissible solutions. The method is based on a diagonal or block-diagonal $LDL^T$-factorization of a matrix of an object function.
Key words:
non-convex quadratic programming, non-convex optimization, branch and bound algorithm, factorization of symmetric matrix.
Received: 24.03.2007 Revised: 26.03.2007
Citation:
E. A. Kotel'nikov, “Non-convex quadratic optimization on a parallelepiped”, Sib. Zh. Vychisl. Mat., 11:1 (2008), 69–81; Num. Anal. Appl., 1:1 (2008), 58–68
Linking options:
https://www.mathnet.ru/eng/sjvm34 https://www.mathnet.ru/eng/sjvm/v11/i1/p69
|
|