文献类型：期刊文献

英文题名：A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints

作者：Shen, Peiping[1];Gu, Minna[2]

第一作者：Shen, Peiping

通讯作者：Shen, PP[1]

机构：[1]Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Peoples R China;[2]Xinxiang Univ, Dept Math, Xinxiang 453000, Peoples R China

第一机构：Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Peoples R China

通讯机构：[1]corresponding author), Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Peoples R China.

年份：2008

卷号：198

期号：1

起止页码：1-11

外文期刊名：APPLIED MATHEMATICS AND COMPUTATION

收录：;EI(收录号：20081011140370);Scopus(收录号：2-s2.0-40149106431);WOS:【SCI-EXPANDED(收录号:WOS:000254254300001)】；

基金：This paper is supported by the National Natural Science Foundation of China (No:10671057) and by Program for Science & Technology Innovation Talents in Universities of Henan Province.

语种：英文

外文关键词：global optimization; multiplicative programming; branch-and-bound; duality-bounds

摘要：This article presents a duality-bounds algorithm for globally solving a non-convex quadratic programming problem (P) that contains several additional multiterm multiplicative constraints. To our knowledge, little progress has been made so far for globally solving (P). The algorithm uses a branch-and-bound scheme where Lagrange duality theory is used to obtain the lower bounds. As a result, the lower bounding subproblems during the algorithm search are all ordinary linear programs that can be solved very efficiently. Convergence of the algorithm is proved and a solved sample problem is given to show the feasibility of the proposed algorithm. (C) 2007 Elsevier Inc. All rights reserved.