Geodesic
Searching for the global maximum of a quadratic function with linear constraints
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 7 (2004) no. 4, pp. 327-334 
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/
@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},
     year = {2004},
     volume = {7},
     number = {4},
     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
UR  - http://geodesic.mathdoc.fr/item/SJVM_2004_7_4_a4/
LA  - ru
ID  - SJVM_2004_7_4_a4
ER  - 
%0 Journal Article
%A E. A. Kotel'nikov
%T Searching for the global maximum of a quadratic function with linear constraints
%J Sibirskij žurnal vyčislitelʹnoj matematiki
%D 2004
%P 327-334
%V 7
%N 4
%U http://geodesic.mathdoc.fr/item/SJVM_2004_7_4_a4/
%G ru
%F SJVM_2004_7_4_a4

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.

[1] Khamisov O. V., “Nevypukloe kvadratichnoe programmirovanie”, Materialy konferentsii “Diskretnyi analiz i issledovanie operatsii”, Novosibirsk, 2002, 107–111

[2] Kovalev M. M., Diskretnaya optimizatsiya (tselochislennoe programmirovanie), Izd-vo Belorusskogo un-ta, Minsk, 1977 | MR | Zbl

[3] Murtaf B., Sovremennoe lineinoe programmirovanie. Teoriya i praktika, Mir, M., 1984 | MR

[4] Zabinyako G. I., Kotelnikov E. A., “Parallelnyi algoritm tselochislennogo kvadratichnogo programmirovaniya”, Vychislitelnye tekhnologii, 9:1 (2004), 34–41 | Zbl

[5] Gill F., Myurrei U., Rait M., Prakticheskaya optimizatsiya, Mir, M., 1985 | MR

[6] http://www.mat.univie.ac.at

[7] Pardalos P. M., Rosen J. B., Constrained global optimization. Algorithms and applications, Lecture Notes in Computer Sciences, Springer-Verlag, Berlin, 1987 | MR

[8] Zabinyako G. I., Kotel'nikov E. A., “Linear optimization programs”, Bul. NCC. Ser. Numerical Anal. — Novosibirsk: NCC Publisher, 11 (2002), 103–112 | Zbl