On globally solving linearly constrained indefinite quadratic minimization problems by decomposition branch and bound method

Thaï Quynh Phong; Le Thi Hoai An; Pham Dinh Tao

RAIRO - Operations Research - Recherche Opérationnelle (1996)

  • Volume: 30, Issue: 1, page 31-49
  • ISSN: 0399-0559

How to cite

top

Thaï Quynh Phong, Le Thi Hoai An, and Pham Dinh Tao. "On globally solving linearly constrained indefinite quadratic minimization problems by decomposition branch and bound method." RAIRO - Operations Research - Recherche Opérationnelle 30.1 (1996): 31-49. <http://eudml.org/doc/105118>.

@article{ThaïQuynhPhong1996,
author = {Thaï Quynh Phong, Le Thi Hoai An, Pham Dinh Tao},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {global minimization; indefinite quadratic function; bounded polyhedral set; decomposition branch-and-bound approach; convex underestimating function},
language = {eng},
number = {1},
pages = {31-49},
publisher = {EDP-Sciences},
title = {On globally solving linearly constrained indefinite quadratic minimization problems by decomposition branch and bound method},
url = {http://eudml.org/doc/105118},
volume = {30},
year = {1996},
}

TY - JOUR
AU - Thaï Quynh Phong
AU - Le Thi Hoai An
AU - Pham Dinh Tao
TI - On globally solving linearly constrained indefinite quadratic minimization problems by decomposition branch and bound method
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1996
PB - EDP-Sciences
VL - 30
IS - 1
SP - 31
EP - 49
LA - eng
KW - global minimization; indefinite quadratic function; bounded polyhedral set; decomposition branch-and-bound approach; convex underestimating function
UR - http://eudml.org/doc/105118
ER -

References

top
  1. 1. LE T. H. AN, Analyse numérique des algorithmes de l'Optimisation d.c. Approches locales et globales. Codes et simulations numériques en grande dimension. Applications. Thèse de Doctorat de l'Université de Rouen, France, 1994. 
  2. 2. LE T. H. AN, PHAM D. TAO and L. D. Muu, Numerical solution for Optimization over the Efficient set by d.c. optimization algorithm, To appear in Opérations Research Letters. Zbl0871.90074
  3. 3. J. E. FALK and R. M. SOLAND, An algorithm for separable non convex programming problems, Management Science, 1969, 75, pp. 550-569. Zbl0172.43802MR389214
  4. 4. R. FLETCHER, Practical methods of Optimization (second edition), John Wiley & Sons, New York, 1991. Zbl0905.65002MR955799
  5. 5. C. A. FLOUDAS, P. M. PARDALOS, A collection of test problems for constrained global optimization algorithms, In G. Goos and J. HARTMANIS, editors, Lecture notes in Computer Science, 445, Springer-Verlag, 1987. Zbl0718.90054
  6. 6. P. E. GILL, W. MURRAY and M. H. WRIGHT, Practical optimization, Academic Press, 1981. Zbl0503.90062MR634376
  7. 7. R. HORST, T. Q. PHONG, N. V. THOAI and J. de VRIES, On solving a d.c. programming problem by a sequence of linear programs, 7. of Global Optimization, 1991, I, pp. 183-203. Zbl0755.90076MR1263590
  8. 8. R. HORST and H. TUY, Global Optimization: Deterministic Approaches, Springer-Verlag, Berlin, New York, 2e edition, 1993. Zbl0704.90057MR1274246
  9. 9. B. KALANTARI and J. B. ROSEN, Algorithm for global minimization of linearly constrained concave quadratic functions, Mathematics of Opérations Research, 1987 72, pp. 544-561. Zbl0638.90081MR906423
  10. 10. J. J. MORE and D. C. SORENSEN, Computing a trust region step, SIAM J. Sel Statist. Comput., 1981. 4, pp.553-572. Zbl0551.65042MR723110
  11. 11. L. D. Muu, T. Q. PHONG and PHAM DINH TAO, Decomposition methods for solving a class of nonconvex programming problems dealing with bilinear and quadratic functions, Computational Optimization and Application, 1995, 4, pp. 203-216. Zbl0834.90101MR1329604
  12. 12. P. M. PARDALOS, J. H. GLICK and J. B. ROSEN, Global optimization of indefinite quadratic problems, Computing, 1987, 39, pp. 281-291. Zbl0627.65072MR923455
  13. 13. A.T. PHILLIPS and J. B. ROSEN, A parallel algorithm forconstrained concave quadratic global minimization, Mathematical Programming, 1988, 42, pp.412-448. Zbl0665.90071MR976130
  14. 14. A.T. PHILLIPS and J. B. ROSEN, A parallel algorithm forpartially separable non-convex global minimization: linear constraints, Annals of Operations Research, 1990, 25, pp. 101-118. Zbl0723.90063MR1084425
  15. 15. T. Q. PHONG, Analyse numérique des algorithmes d'Optimisation globale. Codes et simulations numériques. Applications. Thèse de Doctorat de l'Université de Rouen, France, 1994. 
  16. 16. J. B. ROSEN, Minimization of linearly constrained concave function by partition of feasible domain, Math. Operations Research, 1983, 8, pp. 215-230. Zbl0526.90072MR707054
  17. 17. J. B. ROSEN and P. M. PARDALOS, Global minimization of large scale constrained quadratic problems by separable programming, Mathematical Programming, 1986, 34(2), PP. 163-174. Zbl0597.90066MR838476
  18. 18. PHAM D. TAO, Contribution à la théorie de normes et ses applications à l'analyse numérique. Thèse de doctorat d'état es sciences, USMG, Grenoble, France, 1981. 
  19. 19. PHAM D. TAO, Convergence of subgradient method for Computing the bound norm of matrices, Linear Alg. and its Appl., 1984, 62, pp. 163-182. Zbl0563.65029MR761065
  20. 20. PHAM D. TAO, Algorithmes de calcul du maximum d'une forme quadratique sur la boule unité de la norme du maximum, Numerische Mathematik, 1985, 45, pp. 377-440. Zbl0531.65022MR769247
  21. 21. PHAM D. TAO, Algorithms for solving a class of nonconvex optimization problems. subgradient methods , Fermat days 85. Mathematics for Optimization, Elsevier Science Publishers B. V. North-Holland, 1986. Zbl0638.90087
  22. 22. PHAM D. TAO, Some new results in nonconvex nondifferentiable optimization. 6th French-German Conference on Optimization, Lambrech, Germany, 2/6-8/6 1991. 
  23. 23. PHAM D. TAO and EL BERNOUSSI, Duality in d.c. (difference of convex functions) optimization. subgradient methods, Trends in Mathematical Optimization, volume 84 of International Series of Numerische Mathematik, Birkhauser, 1988. Zbl0634.49009MR1017958
  24. 24. PHAM D. TAO and LE T. H. AN, D. C. (difference of convex functions) optimization algorithms (DCA) for globally minimizing nonconvex quadratic forms on euclidean balls and sphères, To appear in Opérations Research Letters. Zbl0876.90071
  25. 25. H. TUY, Global minimization of a difference of two convex functions, Mathematical Programming Study, 1987, 30, pp. 150-182. Zbl0619.90061MR874136
  26. 26. H. TUY, The complementary convex structure in global optimization, J. of Global Optimization, 1992, 2, pp.21-40. Zbl0787.90091MR1266894
  27. 27. S. A. VAVASIS, Approximation algorithms for indefinite quadratic programming, Mathematical Programming, 1992, 57, pp. 279-311. Zbl0845.90095MR1195028

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.