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Solving a Class of Linearly Constrained Indefinite Quadratic Problems by D.C. Algorithms |
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| Authors: | LE THI HOAI AN PHAM DINH TAO |
| Affiliation: | (1) Mathematical Modelling and Applied Optimization Group, LMI, INSA Rouen, CNRS, URA 1378 BP 8, F 76 131 Mont Saint Aignan Cedex, France |
| Abstract: | Linearly constrained indefinite quadratic problems play an important role in global optimization. In this paper we study d.c. theory and its local approachto such problems. The new algorithm, CDA, efficiently produces local optima and sometimes produces global optima. We also propose a decomposition branch andbound method for globally solving these problems. Finally many numericalsimulations are reported. |
| Keywords: | Linearly constrained quadratic problems d.c. optimization d.c.optimization algorithm (DCA) local optimality global optimality decomposition branch and bound method global algorithm |
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