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Journal of Global Optimization

, Volume 37, Issue 4, pp 557–569 | Cite as

A robust algorithm for quadratic optimization under quadratic constraints

  • Hoang TuyEmail author
  • N. T. Hoai-Phuong
Original Paper

Abstract

Most existing methods of quadratically constrained quadratic optimization actually solve a refined linear or convex relaxation of the original problem. It turned out, however, that such an approach may sometimes provide an infeasible solution which cannot be accepted as an approximate optimal solution in any reasonable sense. To overcome these limitations a new approach is proposed that guarantees a more appropriate approximate optimal solution which is also stable under small perturbations of the constraints.

Keywords

Nonconvex global optimization Quadratic optimization under quadratic constraints Branch-reduce-and-bound successive incumbent transcending algorithm Essential optimal solution Robust solution 

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Copyright information

© Springer Science+Business Media B.V. 2006

Authors and Affiliations

  1. 1.Institute of MathematicsHanoiVietnam

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