A canonical dual approach for solving linearly constrained quadratic programs

Wenxun Xing, Shu Cherng Fang, Ruey-Lin Sheu, Ziteng Wang

研究成果: Article

1 引文 (Scopus)

摘要

This paper provides a canonical dual approach for minimizing a general quadratic function over a set of linear constraints. We first perturb the feasible domain by a quadratic constraint, and then solve a " restricted" canonical dual program of the perturbed problem at each iteration to generate a sequence of feasible solutions of the original problem. The generated sequence is proven to be convergent to a Karush-Kuhn-Tucker point with a strictly decreasing objective value. Some numerical results are provided to illustrate the proposed approach.

原文English
頁(從 - 到)21-27
頁數7
期刊European Journal of Operational Research
218
發行號1
DOIs
出版狀態Published - 2012 四月 1

指紋

Quadratic Program
Linearly
Quadratic Constraint
Linear Constraints
Quadratic Function
Strictly
Iteration
Numerical Results

All Science Journal Classification (ASJC) codes

  • Computer Science(all)
  • Modelling and Simulation
  • Management Science and Operations Research
  • Information Systems and Management

引用此文

Xing, Wenxun ; Fang, Shu Cherng ; Sheu, Ruey-Lin ; Wang, Ziteng. / A canonical dual approach for solving linearly constrained quadratic programs. 於: European Journal of Operational Research. 2012 ; 卷 218, 編號 1. 頁 21-27.
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A canonical dual approach for solving linearly constrained quadratic programs. / Xing, Wenxun; Fang, Shu Cherng; Sheu, Ruey-Lin; Wang, Ziteng.

於: European Journal of Operational Research, 卷 218, 編號 1, 01.04.2012, p. 21-27.

研究成果: Article

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