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An Alternating Projection Approach for Nonconvex Quadratically Constrained Quadratic Programs

机译:非凸二次约束二次程序的交替投影方法

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A quadratically constrained quadratic programming (QCQP) problem is to minimize a quadratic objective function subject to quadratic constraints where the objective and constraints are not necessary to be convex. Nonconvex QCQPs are generally NP-hard. Many engineering problems, such as optimal control, especially for polynomial optimal control problems, can be equivalently formulated as QCQPs via the discretization technique. Semidefinite relaxation (SDR) is one of the existing methods to solve nonconvex QCQPs. By replacing the rank-one constraint with semidefinite constraint on the unknown matrix, SDR finds a lower bound of the primal optimal value for the QCQP. In this paper, a novel iterative algorithm combining the alternating projection and rank-one approximation technique is proposed to solve QCQPs. Furthermore, the global convergence proof of the proposed algorithm under certain conditions is provided based on the strong convexity property of the augmented Lagrangian. Finally, simulation results for the mixed-integer boolean quadratic programming problems and path-planning problems of an unmanned aerial vehicle with multiple avoidance zones are presented to verify the effectiveness and improved computational performance comparing to the results from the state-of-art methods.
机译:二次约束二次规划(QCQP)问题是使二次目标函数在受到二次约束的情况下最小化,在二次约束中,目标和约束不必是凸的。非凸QCQP通常是NP硬的。可以通过离散化技术等效地将许多工程问题(例如最优控制,尤其是多项式最优控制问题)等效化为QCQP。半定松弛(SDR)是解决非凸QCQP的现有方法之一。通过用未知矩阵上的半定约束替换秩约束,SDR找到了QCQP原始最优值的下限。本文提出了一种结合交替投影和秩一逼近技术的新型迭代算法来求解QCQP。此外,基于增强拉格朗日函数的强凸性,提供了该算法在一定条件下的全局收敛性证明。最后,给出了具有多个回避区域的无人飞行器的混合整数布尔二次规划问题和路径规划问题的仿真结果,以验证有效性和改进的计算性能(与最新方法的结果相比)。

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