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A Novel Optimization Method for Nonconvex Quadratically Constrained Quadratic Programs
oleh: Hongwei Jiao, Yong-Qiang Chen, Wei-Xin Cheng
Format: | Article |
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Diterbitkan: | Wiley 2014-01-01 |
Deskripsi
This paper presents a novel optimization method for effectively solving nonconvex quadratically constrained quadratic programs (NQCQP) problem. By applying a novel parametric linearizing approach, the initial NQCQP problem and its subproblems can be transformed into a sequence of parametric linear programs relaxation problems. To enhance the computational efficiency of the presented algorithm, a cutting down approach is combined in the branch and bound algorithm. By computing a series of parametric linear programs problems, the presented algorithm converges to the global optimum point of the NQCQP problem. At last, numerical experiments demonstrate the performance and computational superiority of the presented algorithm.