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2005-11-15Buch DOI: 10.18452/2684
A Global Optimality Criterion for Nonconvex Quadratic Programming over a Simplex
dc.contributor.authorNowak, Ivo
dc.date.accessioned2017-06-15T17:58:15Z
dc.date.available2017-06-15T17:58:15Z
dc.date.created2005-11-15
dc.date.issued2005-11-15
dc.identifier.issn0863-0976
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3336
dc.description.abstractIn this paper we propose a global optimality criterion for globally minimizing a quadratic form over the standard simplex, which in addition provides a sharp lower bound for the optimal value. The approach is based on the solution of a semidefinite program (SDP) and a convex quadratic program (QP). Since there exist fast (polynomial time) algorithms for solving SDP's and QP's the computational time for checking the global optimality criterion and for computing the lower bound is reasonable. Numerical experiments on random test examples up to 30 variables indicate that the optimality criterion verifies a global solution in almost all instances.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectsemidefinite programmingeng
dc.subjectnonconvex quadratic programmingeng
dc.subjectglobal optimality criterioneng
dc.subject.ddc510 Mathematik
dc.titleA Global Optimality Criterion for Nonconvex Quadratic Programming over a Simplex
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10053585
dc.identifier.doihttp://dx.doi.org/10.18452/2684
local.edoc.pages7
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year1998
dc.identifier.zdb2075199-0
bua.series.namePreprints aus dem Institut für Mathematik
bua.series.issuenumber1998,18

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