The problem of non-convex quadratic program with quadratic constraints is considered. 对带有二次约束非凸二次规划问题进行研究,利用二次函数的结构和性质,对目标函数和约束函数进行线性下界逼近,建立原规划问题的一个新的线性规划松弛,以便确定它在超矩形上全局最优值的一个下界;利用超矩形上的最长边的对分策略...
CPLEX 确实不支持二次等式约束(quadratic equality constraints)。这意味着,如果模型中包含了形如 Ax2+Bx+C=0Ax^2 + Bx + C = 0Ax2+Bx+C=0 的约束,CPLEX 将无法直接求解。然而,对于这种情况,有几种替代方案可以考虑: 1. 转化为不等式约束 一种常见的替代方法是将二次等式约束转化为二次不等式约束。例...
Strong Duality for General Quadratic Programs with Quadratic Equality ConstraintsQuadratic programmingStrong duality for nonconvex optimizationCopositive matricesIn this article, by 'general quadratic program' we mean an optimization problem, in which all functions involved are quadratic or linear and local ...
The integer least-squares principle with quadratic equality constraints (ILSQE) is used to formulate our cost function. The solution of the ILSQE problem is derived and it is shown how the solution can be computed efficiently and rigorously with a novel LAMBDA based method. Experimental results ...
Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints We present a general method for the solution of the problem of minimization of a quadratic functional in a Hilbert space over the intersection of some subs... VA Yakubovich - 《Systems &...
In other words, the convex quadratic problems produce a normal form for the local topological structure of stationary point sets. As a consequence we see, as far as no equality constraints are involved, that the closure of the stationary point set constitutes a manifold with boundary. The ...
In this paper some global optimality conditions for general quadratic {0, 1} programming problems with linear equality constraints are discussed and then s... ZY Wu,GQ Li,J Quan - 《Journal of Global Optimization》 被引量: 36发表: 2011年 A fast branch-and-bound algorithm for non-convex qu...
In this paper, we investigate a constrained optimization problem with a quadratic cost functional and two quadratic equality constraints. While it is obvious that, for a nonempty constraint set, there exists a global minimum cost, a method to determine if a given local solution yields the global...
In this paper,we give iterative methods for solvingthe equality constrained quadratic programming problem. 给出了等式约束二次规划问题和等式约束加权最小二乘问题的迭代解 更多例句>> 3) nonconvex QCQP with a single quadratic constraint 单二次约束非凸二次规划问题 ...
This library provides a one-stop shopsolve_qpfunction to solve convex quadratic programs: minimizex12xTPx+qTxsubject toGx≤hAx=blb≤x≤ub Vector inequalities apply coordinate by coordinate. The function returns the primal solutionx∗found by the backend QP solver, orNonein case of failure/unfea...