CONVEX HULL PRESENTATION OF A QUADRATICALLY CONSTRAINED SET AND ITS APPLICATION IN SOLVING QUADRATIC PROGRAMMING PROBLEMS

被引：2
|
作者：
Xia, Yong [1 ,2 ]
机构：
[1] Beihang Univ, Dept Appl Math, LMIB Minist Educ, Beijing 100083, Peoples R China
[2] Cent Univ Finance & Econ, CIAS, Beijing 100081, Peoples R China
来源：
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH | 2009年 / 26卷 / 06期
关键词：
Convex hull; quadratically constrained quadratic programming;
D O I：
10.1142/S0217595909002468
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this article, we study the convex hull presentation of a quadratically constrained set. Applying the new result, we solve a kind of quadratically constrained quadratic programming problems, which generalizes many well-studied problems.
引用
收藏
页码：769 / 778
页数：10
相关论文
共 50 条
  • [1] SOLVING CONIC QUADRATICALLY CONSTRAINED QUADRATIC PROGRAMMING PROBLEMS
    Jin, Qingwei
    Fang, Shu-Cherng
    Lu, Cheng
    Xing, Wenxun
    PACIFIC JOURNAL OF OPTIMIZATION, 2014, 10 (03): : 503 - 516
  • [2] On convex relaxations for quadratically constrained quadratic programming
    Anstreicher, Kurt M.
    MATHEMATICAL PROGRAMMING, 2012, 136 (02) : 233 - 251
  • [3] On convex relaxations for quadratically constrained quadratic programming
    Kurt M. Anstreicher
    Mathematical Programming, 2012, 136 : 233 - 251
  • [4] The Bpmpd Interior Point Solver for Convex Quadratically Constrained Quadratic Programming Problems
    Meszaros, Csaba
    LARGE-SCALE SCIENTIFIC COMPUTING, 2010, 5910 : 813 - 820
  • [5] A new convex relaxation for quadratically constrained quadratic programming
    Wu, Duzhi
    Hu, Aiping
    Zhou, Jie
    Wu, Songlin
    FILOMAT, 2013, 27 (08) : 1511 - 1521
  • [6] On solving quadratically constrained quadratic programming problem with one non-convex constraint
    Keyanpour M.
    Osmanpour N.
    OPSEARCH, 2018, 55 (2) : 320 - 336
  • [7] KKT SOLUTION AND CONIC RELAXATION FOR SOLVING QUADRATICALLY CONSTRAINED QUADRATIC PROGRAMMING PROBLEMS
    Lu, Cheng
    Fang, Shu-Cherng
    Jin, Qingwei
    Wang, Zhenbo
    Xing, Wenxun
    SIAM JOURNAL ON OPTIMIZATION, 2011, 21 (04) : 1475 - 1490
  • [8] A LOGARITHMIC BARRIER FUNCTION ALGORITHM FOR QUADRATICALLY CONSTRAINED CONVEX QUADRATIC PROGRAMMING
    Goldfarb, Donald
    Liu, Shucheng
    Wang, Siyun
    SIAM JOURNAL ON OPTIMIZATION, 1991, 1 (02) : 252 - 267
  • [9] A sequential quadratically constrained quadratic programming method for differentiable convex minimization
    Fukushima, M
    Luo, ZQ
    Tseng, P
    SIAM JOURNAL ON OPTIMIZATION, 2003, 13 (04) : 1098 - 1119
  • [10] The exact solution of multiparametric quadratically constrained quadratic programming problems
    Iosif Pappas
    Nikolaos A. Diangelakis
    Efstratios N. Pistikopoulos
    Journal of Global Optimization, 2021, 79 : 59 - 85
12345