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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
References:
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
English version:
Numerical Analysis and Applications, 2008, Volume 1, Issue 1, Pages 58–68
DOI: https://doi.org/10.1007/s12258-008-1006-8
UDC: 519.853
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Kot08}
\by E.~A.~Kotel'nikov
\paper Non-convex quadratic optimization on a~parallelepiped
\jour Sib. Zh. Vychisl. Mat.
\yr 2008
\vol 11
\issue 1
\pages 69--81
\mathnet{http://mi.mathnet.ru/sjvm34}
\transl
\jour Num. Anal. Appl.
\yr 2008
\vol 1
\issue 1
\pages 58--68
\crossref{https://doi.org/10.1007/s12258-008-1006-8}
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