Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

A Global Optimization Algorithm for Indefinite Quadratically Constrained Quadratic Programs

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  • 1- School of Mathematics and Statistics, Xidian University, Xi'an 710072
    2- School of Mathematical Science, Henan Institute of Science and Technology, Xinxiang 453003

Received date: 2016-07-01

  Accepted date: 2017-03-27

  Online published: 2017-03-27

Supported by

The National Natural Science Foundation of China (11301409); the Science and Technology Key Project of Education Department of Henan Province (15A110023; 16A110030).

Abstract

Indefinite quadratically constrained quadratic programs are widely used in fields of chip design, wireless communication network, finance and many practical engineering problems. Up to now, there is still no general global convergence criteria for solving indefinite quadratically constrained quadratic programs, and it brings great challenges. In this paper, the matrix elementary transformation technique is used for transforming the original problem into an equivalent bilinear programming problem. The linear relaxation programming problem is constructed based on the characteristics of the equivalent problem, and by means of the sequential solutions of a series of linear programming problems, the global optimal solution is obtained. The global convergence is proved and some numerical comparison and random experiments are performed, numerical results show that the algorithm is efficient and feasible.

Cite this article

ZHAO Ying-feng, LIU San-yang, GE Li . A Global Optimization Algorithm for Indefinite Quadratically Constrained Quadratic Programs[J]. Chinese Journal of Engineering Mathematics, 2018 , 35(4) : 367 -374 . DOI: 10.3969/j.issn.1005-3085.2018.04.001

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