On Nonconvex Quadratic Programming with Box Constraints
On Nonconvex Quadratic Programming with Box Constraints
复制标题
带框约束的非凸二次规划
DOI:
10.1137/080729529
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发表时间:
2009
影响因子:
3.1
通讯作者:
Burer S
中科院分区:
文献类型:
--
作者:
Burer S
Nonconvex quadratic programming with box constraintsis a fundamental-hard global optimization problem. Recently, some authors have studied a certain family of convex sets associated with this problem. We prove several fundamental results concerned with these convex sets: we determine their dimension, characterize their extreme points and vertices, show their invariance under certain affine transformations, and show that various linear inequalities induce facets. We also show that the sets are closely related to theBoolean quadric polytope, a fundamental polytope in the field of polyhedral combinatorics. Finally, we give a classification of valid inequalities and show that this yields a finite recursive procedure to check the validity of any proposed inequality.
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