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A Novel Optimization Method for Nonconvex Quadratically Constrained Quadratic Programs

机译:一种新的非谐波大规模约束二次程序的优化方法

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摘要

This paper presents a novel optimization method for effectively solving nonconvex quadratically constrained quadratic programs (NQCQP) problem. By applying a novel parametric linearizing approach, the initial NQCQP problem and its subproblems can be transformed into a sequence of parametric linear programs relaxation problems. To enhance the computational efficiency of the presented algorithm, a cutting down approach is combined in the branch and bound algorithm. By computing a series of parametric linear programs problems, the presented algorithm converges to the global optimum point of the NQCQP problem. At last, numerical experiments demonstrate the performance and computational superiority of the presented algorithm.
机译:本文提出了一种新颖的优化方法,可有效解决非膨胀二次约束的二次程序(NQCQP)问题。通过应用新的参数线性化方法,可以将初始NQCQP问题及其子节点转换为一系列参数线性节目松弛问题。为了提高所提出的算法的计算效率,在分支和绑定算法中组合了一种切割方法。通过计算一系列参数线性程序问题,所示的算法会聚到NQCQP问题的全局最佳点。最后,数值实验证明了所呈现的算法的性能和计算优越性。

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