A Novel Optimization Method for Nonconvex Quadratically Constrained Quadratic Programs
This paper presents a novel optimization method for effectively solving nonconvex quadratically constrained quadratic programs (NQCQP) problem. By applying a novel parametric linearizing approach, the initial NQCQP problem and its subproblems can be transformed into a sequence of parametric linear p...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/698489 |
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| _version_ | 1832553200015638528 |
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| author | Hongwei Jiao Yong-Qiang Chen Wei-Xin Cheng |
| author_facet | Hongwei Jiao Yong-Qiang Chen Wei-Xin Cheng |
| author_sort | Hongwei Jiao |
| collection | DOAJ |
| description | This paper presents a novel optimization method for effectively solving nonconvex quadratically constrained quadratic programs (NQCQP) problem. By applying a novel parametric linearizing approach, the initial NQCQP problem and its subproblems can be transformed into a sequence of parametric linear programs relaxation problems. To enhance the computational efficiency of the presented algorithm, a cutting down approach is combined in the branch and bound algorithm. By computing a series of parametric linear programs problems, the presented algorithm converges to the global optimum point of the NQCQP problem. At last, numerical experiments demonstrate the performance and computational superiority of the presented algorithm. |
| format | Article |
| id | doaj-art-6efc48ce71014512a1d035d851f3c0c6 |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-6efc48ce71014512a1d035d851f3c0c62025-02-03T05:55:18ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/698489698489A Novel Optimization Method for Nonconvex Quadratically Constrained Quadratic ProgramsHongwei Jiao0Yong-Qiang Chen1Wei-Xin Cheng2School of Mathematical Science, Henan Institute of Science and Technology, Xinxiang 453003, ChinaCollege of Mathematics and Information Science, Henan Normal University, Xinxiang 453007, ChinaCollege of Mathematics and Information Science, Henan Normal University, Xinxiang 453007, ChinaThis paper presents a novel optimization method for effectively solving nonconvex quadratically constrained quadratic programs (NQCQP) problem. By applying a novel parametric linearizing approach, the initial NQCQP problem and its subproblems can be transformed into a sequence of parametric linear programs relaxation problems. To enhance the computational efficiency of the presented algorithm, a cutting down approach is combined in the branch and bound algorithm. By computing a series of parametric linear programs problems, the presented algorithm converges to the global optimum point of the NQCQP problem. At last, numerical experiments demonstrate the performance and computational superiority of the presented algorithm.http://dx.doi.org/10.1155/2014/698489 |
| spellingShingle | Hongwei Jiao Yong-Qiang Chen Wei-Xin Cheng A Novel Optimization Method for Nonconvex Quadratically Constrained Quadratic Programs Abstract and Applied Analysis |
| title | A Novel Optimization Method for Nonconvex Quadratically Constrained Quadratic Programs |
| title_full | A Novel Optimization Method for Nonconvex Quadratically Constrained Quadratic Programs |
| title_fullStr | A Novel Optimization Method for Nonconvex Quadratically Constrained Quadratic Programs |
| title_full_unstemmed | A Novel Optimization Method for Nonconvex Quadratically Constrained Quadratic Programs |
| title_short | A Novel Optimization Method for Nonconvex Quadratically Constrained Quadratic Programs |
| title_sort | novel optimization method for nonconvex quadratically constrained quadratic programs |
| url | http://dx.doi.org/10.1155/2014/698489 |
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