Displaying similar documents to “Nonmonotone strategy for minimization of quadratics with simple constraints”

Branch-delete-bound algorithm for globally solving quadratically constrained quadratic programs

Zhisong Hou, Hongwei Jiao, Lei Cai, Chunyang Bai (2017)

Open Mathematics

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This paper presents a branch-delete-bound algorithm for effectively solving the global minimum of quadratically constrained quadratic programs problem, which may be nonconvex. By utilizing the characteristics of quadratic function, we construct a new linearizing method, so that the quadratically constrained quadratic programs problem can be converted into a linear relaxed programs problem. Moreover, the established linear relaxed programs problem is embedded within a branch-and-bound...

An optimal algorithm with Barzilai-Borwein steplength and superrelaxation for QPQC problem

Pospíšil, Lukáš

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We propose a modification of MPGP algorithm for solving minimizing problem of strictly convex quadratic function subject to separable spherical constraints. This active set based algorithm explores the faces by the conjugate gradients and changes the active sets and active variables by the gradient projection with the Barzilai-Borwein steplength. We show how to use the algorithm for the solution of separable and equality constraints. The power of our modification is demonstrated on the...

Conjugate gradient algorithms for conic functions

Ladislav Lukšan (1986)

Aplikace matematiky

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The paper contains a description and an analysis of two modifications of the conjugate gradient method for unconstrained minimization which find a minimum of the conic function after a finite number of steps. Moreover, further extension of the conjugate gradient method is given which is based on a more general class of the model functions.