An Effective Global Optimization Algorithm for Quadratic Programs with Quadratic Constraints
This paper will present an effective algorithm for globally solving quadratic programs with quadratic constraints. In this algorithm, we propose a new linearization method for establishing the linear programming relaxation problem of quadratic programs with quadratic constraints. The proposed algori...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2019-03-01
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Series: | Symmetry |
Subjects: | |
Online Access: | https://www.mdpi.com/2073-8994/11/3/424 |