A successive linear approximation algorithm for the global minimization of a concave quadratic program

In this work, we propose an algorithm for finding an approximate global minimum of a concave quadratic function with a negative semi-definite matrix, subject to linear equality and inequality constraints, where the variables are bounded with finite or infinite bounds. The proposed algorithm starts w...

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Bibliographic Details
Published in:	Computational & applied mathematics Vol. 39; no. 4
Main Authors:	Telli, Mohamed, Bentobache, Mohand, Mokhtari, Abdelkader
Format:	Journal Article
Language:	English
Published:	Cham Springer International Publishing 01.12.2020 Springer Nature B.V
Subjects:	Algorithms Applications of Mathematics Applied physics Approximation Computational mathematics Computational Mathematics and Numerical Analysis Linear programming Mathematical Applications in Computer Science Mathematical Applications in the Physical Sciences Mathematics Mathematics and Statistics Matrix methods Quadratic equations 90C20 Global optimization Concave quadratic programming Level curve Linear programming 90C26 90C59 Numerical experiments Approximation sets
ISSN:	2238-3603, 1807-0302
Online Access:	Get full text
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