A robust solution approach for nonconvex quadratic programs with additional multiplicative constraints

作者：Shen Peiping^*; Duan Yunpeng; Ma Yuan

来源：Applied Mathematics and Computation, 2008, 201(1-2): 514-526.

DOI：10.1016/j.amc.2007.12.039

• global optimization
• multiplicative programming
• robust solution
• essential optimal solution
• monotonic optimization

In this paper, a robust algorithm is proposed for globally solving a nonconvex quadratic programming problem ( P1) with several additional multiplicative constraints. To our knowledge, little progress has been made so far for globally solving problem ( P1). The proposed algorithm is based on a robust solution approach that provides an essential epsilon- optimal solution. This solution is also stable under small perturbations of the constraints, and it turns out that such a robust optimal solution is adequately guaranteed to be feasible and to be close to the actual optimal solution. Convergence of the algorithm is shown and three solved sample problems are given to illustrate the robust stability and feasibility of the present algorithm.

• 出版日期2008-7-15
• 单位河南师范大学