This article is cited in 1 paper

Searching for the global maximum of a quadratic function with linear constraints

E. A. Kotel'nikov

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences

Abstract: The global maximum of a quadratic function is localized with the help of a decreasing sequence of linear or quadratic majorants of the objective function. The majorants are constructed on subsets of the set of admissible solutions.

Key words: global optimum of quadratic function.

UDC: 519.853

Received: 22.03.2004
Revised: 26.04.2004

Bibliographic databases:

•