Results 211 to 220 of about 15,920 (255)
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Controlled perturbations for quadratically constrained quadratic programs
Mathematical Programming, 1986Consider a minimization problem of a convex quadratic function of several variables over a set of inequality constraints of the same type of function. The dual program is a maximization problem with a concave objective function and a set of constraints that are essentially linear.
Shu-Cherng Fang, J. R. Rajasekera
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Programming with a Quadratic Constraint
Management Science, 1966A method is given for maximizing a linear function subject to a quadratic and a number of linear constraints. The method differs from general convex programming methods by terminating in a finite number of iterations and is actually an application of the Simplex and dual methods for quadratic programming to parametric quadratic programming problems ...
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Approximation Algorithms for Quadratic Programming
Journal of Combinatorial Optimization, 1998zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Minyue Fu 0001 +2 more
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On Quadratically Constrained Quadratic Programs and their Semidefinite Program Relaxations
2022Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems. In a QCQP, we are asked to minimize a (possibly nonconvex) quadratic function subject to a number of (possibly nonconvex) quadratic constraints.
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A Dual Method for Quadratic Programs with Quadratic Constraints
SIAM Journal on Applied Mathematics, 1975In this paper, a dual method is developed for minimizing a convex quadratic function of several variables subject to inequality constraints on the same type of function. The dual program is a concave maximization problem with constraints that are essentially linear.
Ecker, J. G., Niemi, R. D.
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Quadratic Programming as an Extension of Classical Quadratic Maximization
Management Science, 1960The article describes a procedure to maximize a strictly concave quadratic function subject to linear constraints in the form of inequalities. First the unconstrained maximum is considered; when certain constraints are violated, maximization takes place subject to each of these in equational (rather than inequality) form.
H. Theil, C. Van De Panne
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Quadratic programming with quadratic constraints
Naval Research Logistics Quarterly, 1972AbstractA program with a quadratic objective function and quadratic constraints is considered. Two duals to such programs are provided, and an algorithm is presented based upon approximations to the duals. The algorithm consists of a sequence of linear programs and programs involving the optimization of a quadratic function either unconstrained or ...
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The Indefinite Quadratic Programming Problem
Operations Research, 1979We develop several algorithms that obtain the global optimum to the indefinite quadratic programming problem. A generalized Benders cut method is employed. These algorithms all possess ϵ-finite convergence. To obtain finite convergence, we develop exact cuts, which are locally precise representations of a reduced objective.
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Stabilized Sequential Quadratic Programming
Computational Optimization and Applications, 1999zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Approximating quadratic programming with bound and quadratic constraints
Mathematical Programming, 1999zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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