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...

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Bibliographic Details
Main Authors: Dongwei Shi, Jingben Yin, Chunyang Bai
Format: Article
Language:English
Published: MDPI AG 2019-03-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/11/3/424