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
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موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
نظریه محاسباتی و ریاضیات
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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
Journal: Discrete Applied Mathematics - Volume 156, Issue 13, 6 July 2008, Pages 2439–2448
نویسندگان
Andrea Scozzari, Fabio Tardella,