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Multi-Standard Quadratic Optimization Problems

Immanuel M. Bomze(immanuel.bomze***at***univie.ac.at)
Werner Schachinger(werner.schachinger***at***univie.ac.at)

Abstract: A Standard Quadratic Optimization Problem (StQP) consists of maximizing a (possibly indefinite) quadratic form over the standard simplex. Likewise, in a multi-StQP we have to maximize a (possibly indefinite) quadratic form over the cartesian product of several standard simplices (of possibly different dimensions). Two converging monotone interior point methods are established. Further, we prove an exact cone programming reformulation for establishing rigid yet affordable bounds and finding improving directions.


Category 1: Linear, Cone and Semidefinite Programming (Other )

Category 2: Nonlinear Optimization (Quadratic Programming )

Citation: Technical Report TR-ISDS {\bf 2007-12}, University of Vienna (2007)

Download: [PDF]

Entry Submitted: 11/28/2007
Entry Accepted: 11/28/2007
Entry Last Modified: 11/28/2007

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