Browsing Preprints aus dem Institut für Mathematik by Subject "nonconvex quadratic programming"

Now showing items 1-3 of 3

2005-11-15Buch

A Global Optimality Criterion for Nonconvex Quadratic Programming over a Simplex

Nowak, Ivo

In 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 ...
2005-11-16Buch

Locally Exact Lower Bounds and Optimality Cuts for All-Quadratic Programs with Convex Constraints

Nowak, Ivo

A central problem of branch-and-bound methods for global optimization is that lower bounds are often not exact even if the diameter of the subdivided regions shrinks to zero. This can lead to a large number of subdivisions ...
1998-09-03Buch

Some Heuristics and Test Problems for Nonconvex Quadratic Programming over a Simplex

Nowak, Ivo

In this paper we compare two methods for estimating a global minimizer of an indefinite quadratic form over a simplex. The first method is based on the enumeration of local minimizers of a so-called control polytope. The ...