Name
Abstract | ||
|---|---|---|
This paper provides a canonical dual approach for minimizing a general quadratic function over a set of linear constraints. We first perturb the feasible domain by a quadratic constraint, and then solve a " restricted" canonical dual program of the perturbed problem at each iteration to generate a sequence of feasible solutions of the original problem. The generated sequence is proven to be convergent to a Karush-Kuhn-Tucker point with a strictly decreasing objective value. Some numerical results are provided to illustrate the proposed approach. © 2011 Elsevier B.V. All rights reserved. |
Year | DOI | Venue |
|---|---|---|
2012 | 10.1016/j.ejor.2011.09.015 | European Journal of Operational Research |
Keywords | Field | DocType |
Quadratic programming,Global optimization,Canonical duality theory | Mathematical optimization,Column generation,Global optimization,Quadratically constrained quadratic program,Quadratic equation,Quadratic function,Quadratic programming,Mathematics | Journal |
Volume | Issue | ISSN |
218 | 1 | 0377-2217 |
Citations | PageRank | References |
0 | 0.34 | 6 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Wenxun Xing | 1 | 96 | 10.67 |
| Shu-Cherng Fang | 2 | 1153 | 95.41 |
| Ruey-Lin Sheu | 3 | 115 | 10.77 |
| Ziteng Wang | 4 | 15 | 3.00 |