Separable standard quadratic optimization problems |
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Authors: | Immanuel M. Bomze Marco Locatelli |
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Affiliation: | 1.University of Vienna,Vienna,Austria;2.University of Parma,Parma,Italy |
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Abstract: | A standard quadratic optimization problems (StQP) asks for the minimal value of a quadratic form over the standard simplex. StQPs form a central NP-hard class in quadratic optimization and have numerous practical applications. In this note we study the case of a separable objective function and propose an algorithm of worst-case complexity O(nlogn){mathcal{O}(nlog n)} . Some extensions to multi-StQPs and ℓ 1−ball constrained problems are also addressed briefly. |
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