An effective algorithm for globally solving quadratic programs using parametric linearization technique

摘要

In this paper, we present an effective algorithm for globally solving quadratic programs with quadratic constraints, which has wide application in engineering design, engineering optimization, route optimization, etc. By utilizing new parametric linearization technique, we can derive the parametric linear programming relaxation problem of the quadratic programs with quadratic constraints. To improve the computational speed of the proposed algorithm, some interval reduction operations are used to compress the investigated interval. By subsequently partitioning the initial box and solving a sequence of parametric linear programming relaxation problems the proposed algorithm is convergent to the global optimal solution of the initial problem. Finally, compared with some known algorithms, numerical experimental results demonstrate that the proposed algorithm has higher computational efficiency.