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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2001 Volume 4, Number 2, Pages 185–199 (Mi sjvm394)

This article is cited in 5 papers

On non-convex quadratic optimization

A. S. Strekalovskii, A. A. Kuznetsova, T. V. Yakovleva

Institute of System Dynamics and Control Theory, Siberian Branch of the Russian Academy of Sciences

Abstract: This paper considers the search for the global minimization of non-convex functions, in particular, quadratic functions with non-definite matrix on a parallelepiped. The global search strategy is based on the global optimality conditions connected with the classical extremum theory and is in a non-trivial combination of linearized over basic non-convexity problems, local descent problems, problems of approximation of the convex functions level surfaces, and the one-dimensional search. Various numerical calculations have been carried out, to verify the algorithm effectivity.

UDC: 519.854

Received: 14.06.2000
Revised: 22.09.2000



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