Non-convex quadratic optimization on a~parallelepiped
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 11 (2008) no. 1, pp. 69-81
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The approximating-combinatorial method for solving optimization problems is used for the search for a global maximum of a quadratic function on a parallelepiped. The approximating functions in this method are majorants of an object function. The majorants are constructed on subsets of parallelepiped of admissible solutions. The method is based on a diagonal or block-diagonal $LDL^T$-factorization of a matrix of an object function.
@article{SJVM_2008_11_1_a5,
author = {E. A. Kotel'nikov},
title = {Non-convex quadratic optimization on a~parallelepiped},
journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
pages = {69--81},
publisher = {mathdoc},
volume = {11},
number = {1},
year = {2008},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SJVM_2008_11_1_a5/}
}
E. A. Kotel'nikov. Non-convex quadratic optimization on a~parallelepiped. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 11 (2008) no. 1, pp. 69-81. http://geodesic.mathdoc.fr/item/SJVM_2008_11_1_a5/