Searching for the global maximum of a~quadratic function with linear constraints
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 7 (2004) no. 4, pp. 327-334
Voir la notice de l'article provenant de la source Math-Net.Ru
The global maximum of a quadratic function is localized with the help of a decreasing sequence of linear
or quadratic majorants of the objective function. The majorants are constructed on subsets of the set of
admissible solutions.
@article{SJVM_2004_7_4_a4,
author = {E. A. Kotel'nikov},
title = {Searching for the global maximum of a~quadratic function with linear constraints},
journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
pages = {327--334},
publisher = {mathdoc},
volume = {7},
number = {4},
year = {2004},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SJVM_2004_7_4_a4/}
}
TY - JOUR AU - E. A. Kotel'nikov TI - Searching for the global maximum of a~quadratic function with linear constraints JO - Sibirskij žurnal vyčislitelʹnoj matematiki PY - 2004 SP - 327 EP - 334 VL - 7 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/SJVM_2004_7_4_a4/ LA - ru ID - SJVM_2004_7_4_a4 ER -
E. A. Kotel'nikov. Searching for the global maximum of a~quadratic function with linear constraints. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 7 (2004) no. 4, pp. 327-334. http://geodesic.mathdoc.fr/item/SJVM_2004_7_4_a4/