Solving a Class of Linearly Constrained Indefinite QuadraticProblems by D.C. Algorithms

  • Authors:
  • Le Thi Hoai An;Pham Dinh Tao

  • Affiliations:
  • Mathematical Modelling and Applied Optimization Group, LMI, INSA Rouen, CNRS, URA 1378 BP 8, F 76 131 Mont Saint Aignan Cedex, France.^*;Mathematical Modelling and Applied Optimization Group, LMI, INSA Rouen, CNRS, URA 1378 BP 8, F 76 131 Mont Saint Aignan Cedex, France.^*

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 1997

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Abstract

Linearly constrained indefinite quadratic problems play an important role inglobal optimization. In this paper we study d.c. theory and its local approachto such problems. The new algorithm, CDA, efficiently produces local optima andsometimes produces global optima. We also propose a decomposition branch andbound method for globally solving these problems. Finally many numericalsimulations are reported.