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Solving a Class of Linearly Constrained Indefinite Quadratic Problems by D.C. Algorithms

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Abstract

Linearly constrained indefinite quadratic problems play an important role in global optimization. In this paper we study d.c. theory and its local approachto such problems. The new algorithm, CDA, efficiently produces local optima and sometimes produces global optima. We also propose a decomposition branch andbound method for globally solving these problems. Finally many numericalsimulations are reported.

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Authors and Affiliations

  1. Mathematical Modelling and Applied Optimization Group, LMI, INSA Rouen, CNRS, URA 1378 BP 8, F 76 131, Mont Saint Aignan Cedex, France

    LE THI HOAI AN & PHAM DINH TAO

Authors
  1. LE THI HOAI AN
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  2. PHAM DINH TAO
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THI HOAI AN, L., DINH TAO, P. Solving a Class of Linearly Constrained Indefinite Quadratic Problems by D.C. Algorithms. Journal of Global Optimization 11, 253–285 (1997). https://doi.org/10.1023/A:1008288411710

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  • DOI: https://doi.org/10.1023/A:1008288411710

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