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
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
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