On non-convex quadratic optimization
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 4 (2001) no. 2, pp. 185-199
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This paper considers the search for the global minimization of non-convex functions, in particular, quadratic functions with non-definite matrix on a parallelepiped. The global search strategy is based on the global optimality conditions connected with the classical extremum theory and is in a non-trivial combination of linearized over basic non-convexity problems, local descent problems, problems of approximation of the convex functions level surfaces, and the one-dimensional search. Various numerical calculations have been carried out, to verify the algorithm effectivity.
@article{SJVM_2001_4_2_a6,
author = {A. S. Strekalovskii and A. A. Kuznetsova and T. V. Yakovleva},
title = {On non-convex quadratic optimization},
journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
pages = {185--199},
publisher = {mathdoc},
volume = {4},
number = {2},
year = {2001},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SJVM_2001_4_2_a6/}
}
TY - JOUR AU - A. S. Strekalovskii AU - A. A. Kuznetsova AU - T. V. Yakovleva TI - On non-convex quadratic optimization JO - Sibirskij žurnal vyčislitelʹnoj matematiki PY - 2001 SP - 185 EP - 199 VL - 4 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/SJVM_2001_4_2_a6/ LA - ru ID - SJVM_2001_4_2_a6 ER -
A. S. Strekalovskii; A. A. Kuznetsova; T. V. Yakovleva. On non-convex quadratic optimization. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 4 (2001) no. 2, pp. 185-199. http://geodesic.mathdoc.fr/item/SJVM_2001_4_2_a6/