An effective algorithm for globally solving quadratic programs using parametric linearization technique
In this paper, we present an effective algorithm for globally solving quadratic programs with quadratic constraints, which has wide application in engineering design, engineering optimization, route optimization, etc. By utilizing new parametric linearization technique, we can derive the parametric...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2018-11-01
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| Series: | Open Mathematics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/math-2018-0108 |
| _version_ | 1819290978844934144 |
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| author | Tang Shuai Chen Yuzhen Guo Yunrui |
| author_facet | Tang Shuai Chen Yuzhen Guo Yunrui |
| author_sort | Tang Shuai |
| collection | DOAJ |
| description | In this paper, we present an effective algorithm for globally solving quadratic programs with quadratic constraints, which has wide application in engineering design, engineering optimization, route optimization, etc. By utilizing new parametric linearization technique, we can derive the parametric linear programming relaxation problem of the quadratic programs with quadratic constraints. To improve the computational speed of the proposed algorithm, some interval reduction operations are used to compress the investigated interval. By subsequently partitioning the initial box and solving a sequence of parametric linear programming relaxation problems the proposed algorithm is convergent to the global optimal solution of the initial problem. Finally, compared with some known algorithms, numerical experimental results demonstrate that the proposed algorithm has higher computational efficiency. |
| first_indexed | 2024-12-24T03:31:20Z |
| format | Article |
| id | doaj.art-7f413e65ae3f4a04b1ccb7551af47552 |
| institution | Directory Open Access Journal |
| issn | 2391-5455 |
| language | English |
| last_indexed | 2024-12-24T03:31:20Z |
| publishDate | 2018-11-01 |
| publisher | De Gruyter |
| record_format | Article |
| series | Open Mathematics |
| spelling | doaj.art-7f413e65ae3f4a04b1ccb7551af475522022-12-21T17:17:11ZengDe GruyterOpen Mathematics2391-54552018-11-011611300131210.1515/math-2018-0108math-2018-0108An effective algorithm for globally solving quadratic programs using parametric linearization techniqueTang Shuai0Chen Yuzhen1Guo Yunrui2Basic Department, Jiyuan Vocational and Technical College, Jiyuan459000, ChinaSchool of Mathematical Sciences, Henan Institute of Science and Technology, Xinxiang453003, ChinaSchool of Mathematical Sciences, Henan Institute of Science and Technology, Xinxiang453003, ChinaIn this paper, we present an effective algorithm for globally solving quadratic programs with quadratic constraints, which has wide application in engineering design, engineering optimization, route optimization, etc. By utilizing new parametric linearization technique, we can derive the parametric linear programming relaxation problem of the quadratic programs with quadratic constraints. To improve the computational speed of the proposed algorithm, some interval reduction operations are used to compress the investigated interval. By subsequently partitioning the initial box and solving a sequence of parametric linear programming relaxation problems the proposed algorithm is convergent to the global optimal solution of the initial problem. Finally, compared with some known algorithms, numerical experimental results demonstrate that the proposed algorithm has higher computational efficiency.https://doi.org/10.1515/math-2018-0108quadratic programs with quadratic constraintsglobal optimizationparametric linearization techniquereduction operation90c2090c2665k05 |
| spellingShingle | Tang Shuai Chen Yuzhen Guo Yunrui An effective algorithm for globally solving quadratic programs using parametric linearization technique Open Mathematics quadratic programs with quadratic constraints global optimization parametric linearization technique reduction operation 90c20 90c26 65k05 |
| title | An effective algorithm for globally solving quadratic programs using parametric linearization technique |
| title_full | An effective algorithm for globally solving quadratic programs using parametric linearization technique |
| title_fullStr | An effective algorithm for globally solving quadratic programs using parametric linearization technique |
| title_full_unstemmed | An effective algorithm for globally solving quadratic programs using parametric linearization technique |
| title_short | An effective algorithm for globally solving quadratic programs using parametric linearization technique |
| title_sort | effective algorithm for globally solving quadratic programs using parametric linearization technique |
| topic | quadratic programs with quadratic constraints global optimization parametric linearization technique reduction operation 90c20 90c26 65k05 |
| url | https://doi.org/10.1515/math-2018-0108 |
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