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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2001, Volume 4, Number 2, Pages 185–199
(Mi sjvm394)
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This article is cited in 5 scientific papers (total in 5 papers)
On non-convex quadratic optimization
A. S. Strekalovskii, A. A. Kuznetsova, T. V. Yakovleva Institute of System Dynamics and Control Theory, Siberian Branch of the Russian Academy of Sciences
Abstract:
This paper considers the search for the global minimization of non-convex functions, in particular, quadratic functions with non-definite matrix on a parallelepiped. The global search strategy is based on the global optimality conditions connected with the classical extremum theory and is in a non-trivial combination of linearized over basic non-convexity problems, local descent problems, problems of approximation of the convex functions level surfaces, and the one-dimensional search. Various numerical calculations have been carried out, to verify the algorithm effectivity.
Received: 14.06.2000 Revised: 22.09.2000
Citation:
A. S. Strekalovskii, A. A. Kuznetsova, T. V. Yakovleva, “On non-convex quadratic optimization”, Sib. Zh. Vychisl. Mat., 4:2 (2001), 185–199
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https://www.mathnet.ru/eng/sjvm394 https://www.mathnet.ru/eng/sjvm/v4/i2/p185
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Abstract page: | 437 | Full-text PDF : | 279 | References: | 57 |
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