Global optimization for indefinite quadratic problems
Conference
·
OSTI ID:35931
We propose a global optimization method for general, i.e. indefinite quadratic problems, which consist of maximizing a non-concave quadratic function over a polyhedron in n-dimensional Euclidean space. This algorithm is shown to be finite and exact in non-degenerate situations. The key procedure uses copositivity arguments to ensure escaping from inefficient local solutions. A similar approach is used to generate an improving feasible point, if the starting point is not the global solution, irrespective of whether or not this is a local solution. Also, definiteness properties of the quadratic objective function are irrelevant for this procedure.
- OSTI ID:
- 35931
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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