相关论文: Solving a new type of quadratic optimization probl…

In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…

Quadratic constrained quadratic programming problems often occur in various fields such as engineering practice, management science, and network communication. This article mainly studies a non convex quadratic programming problem with…

The uniform quadratic optimizatin problem (UQ) is a nonconvex quadratic constrained quadratic programming (QCQP) sharing the same Hessian matrix. Based on the second-order cone programming (SOCP) relaxation, we establish a new sufficient…

In this paper, we solve a maximization problem where the objective function is quadratic and convex or concave and the constraints set is the reachable value set of a convergent discrete-time affine system. Moreover, we assume that the…

We consider a parametric convex quadratic programming, CQP, relaxation for the quadratic knapsack problem, QKP. This relaxation maintains partial quadratic information from the original QKP by perturbing the objective function to obtain a…

The theory of fuzzy mathematics has been proven very effective for defining and solving optimization problems. Fuzzy quadratic programming (FQP) is a consequence of this approach. In this paper, an algorithm has been proposed to solve FQP…

A recent paper by Jordan et al. introduced Decoded Quantum Interferometry (DQI), a novel quantum algorithm that uses the quantum Fourier transform to reduce linear optimization problems -- max-XORSAT and max-LINSAT -- to decoding problems.…

In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear…

We consider the exact solution of problem $(QP)$ that consists in minimizing a quadratic function subject to quadratic constraints. Starting from the classical convex relaxation that uses the McCormick's envelopes, we introduce 12…

The problem of finding a point in the intersection of closed sets can be solved by the method of alternating projections and its variants. It was shown in earlier papers that for convex sets, the strategy of using quadratic programming (QP)…

In this paper we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints, are locally smooth. For solving this problem, we propose a…

This paper improves the algorithms based on supporting halfspaces and quadratic programming for convex set intersection problems in our earlier paper in several directions. First, we give conditions so that much smaller quadratic programs…

The quadratic programming over one inequality quadratic constraint (QP1QC) is a very special case of quadratically constrained quadratic programming (QCQP) and attracted much attention since early 1990's. It is now understood that, under…

In this paper, we consider the nonconvex quadratically constrained quadratic programming (QCQP) with one quadratic constraint. By employing the conjugate gradient method, an efficient algorithm is proposed to solve QCQP that exploits the…

In this paper, we study a class of fractional semi-infinite polynomial programming (FSIPP) problems, in which the objective is a fraction of a convex polynomial and a concave polynomial, and the constraints consist of infinitely many convex…

Abstract. The Set Intersection Problem (SIP) is the problem of finding a point in the intersection of convex sets. This problem is typically solved by the method of alternating projections. To accelerate the convergence, the idea of using…

The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…

We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for bound-constrained convex quadratic programming [J.J. Mor\'e and G.…

Starting from a classic financial optimization problem, we first propose a cutting plane algorithm for this problem. Then we use spectral decomposition to tranform the problem into an equivalent D.C. programming problem, and the…

A specialized algorithm for quadratic optimization (QO, or, formerly, QP) with disjoint linear constraints is presented. In the considered class of problems, a subset of variables are subject to linear equality constraints, while variables…