On Box Constrained Concave Quadratic Optimization

On Box Constrained Concave Quadratic Optimization

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Article ID: iaor2014745
Volume: 161
Issue: 3
Start Page Number: 819
End Page Number: 827
Publication Date: Jun 2014
Journal: Journal of Optimization Theory and Applications
Authors: , ,
Keywords: programming: quadratic
Abstract:

This paper presents a class of differential flows to solve concave quadratic programming problems under box constraints. Some properties of the flow are given to reveal the significant relationship between the dynamic of the flow and the geometry of the feasible set. It is shown how the differential flow reaches a vertex point of the box, leading to a global minimizer of the concave quadratic programming. Some illustrative examples are also presented.

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