کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
418893 681724 2008 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A clique algorithm for standard quadratic programming
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
A clique algorithm for standard quadratic programming
چکیده انگلیسی

A standard Quadratic Programming problem (StQP) consists in minimizing a (nonconvex) quadratic form over the standard simplex. For solving a StQP we present an exact and a heuristic algorithm, that are based on new theoretical results for quadratic and convex optimization problems. With these results a StQP is reduced to a constrained nonlinear minimum weight clique problem in an associated graph. Such a clique problem, which does not seem to have been studied before, is then solved with an exact and a heuristic algorithm. Some computational experience shows that our algorithms are able to solve StQP problems of at least one order of magnitude larger than those reported in the literature.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Discrete Applied Mathematics - Volume 156, Issue 13, 6 July 2008, Pages 2439–2448
نویسندگان
, ,