On standard quadratic optimization problems

被引:111
作者
Bomze, IM [1 ]
机构
[1] Univ Vienna, ISOC, Vienna, Austria
关键词
maximum clique; optimality conditions; portfolio selection; quadratic programming;
D O I
10.1023/A:1008369322970
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
A standard quadratic optimization problem (QP) consists of finding (global) maximizers of a quadratic form over the standard simplex. Standard QPs arise quite naturally in copositivity-based procedures which enable an escape from local solutions. Furthermore, several important applications yield optimization problems which can be cast into a standard QP in a straightforward way. As an example, a new continuous reformulation of the maximum weight clique problem in undirected graphs is presented which considerably improves previous attacks both as numerical stability and interpretation of the results are concerned. Apparently also for the first time, an equivalence between standard QPs and QPs on the positive orthant is established. Also, a recently presented global optimization procedure (GENF - genetical engineering via negative fitness) is shortly reviewed.
引用
收藏
页码:369 / 387
页数:19
相关论文
共 55 条
[1]  
ALIZADEH F, 1991, ACM SIAM S DISCR ALG, V2, P188
[2]  
[Anonymous], CZECHOSLOVAK J OR
[3]   MINIMUM WEIGHTED COLORING OF TRIANGULATED GRAPHS, WITH APPLICATION TO MAXIMUM WEIGHT VERTEX PACKING AND CLIQUE FINDING IN ARBITRARY GRAPHS [J].
BALAS, E ;
JUE, X .
SIAM JOURNAL ON COMPUTING, 1991, 20 (02) :209-221
[4]   ON GRAPHS WITH POLYNOMIALLY SOLVABLE MAXIMUM-WEIGHT CLIQUE PROBLEM [J].
BALAS, E ;
YU, CS .
NETWORKS, 1989, 19 (02) :247-253
[5]   ON THE MAXIMUM WEIGHT CLIQUE PROBLEM [J].
BALAS, E ;
CHVATAL, V ;
NESETRIL, J .
MATHEMATICS OF OPERATIONS RESEARCH, 1987, 12 (03) :522-535
[6]  
Ballard D.H., 1982, Computer Vision
[7]   GROWTH TRANSFORMATIONS FOR FUNCTIONS ON MANIFOLDS [J].
BAUM, LE ;
SELL, GR .
PACIFIC JOURNAL OF MATHEMATICS, 1968, 27 (02) :211-&
[8]   AN INEQUALITY WITH APPLICATIONS TO STATISTICAL ESTIMATION FOR PROBABILISTIC FUNCTIONS OF MARKOV PROCESSES AND TO A MODEL FOR ECOLOGY [J].
BAUM, LE ;
EAGON, JA .
BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1967, 73 (03) :360-&
[9]   Global and local quadratic minimization [J].
Best, MJ ;
Ding, B .
JOURNAL OF GLOBAL OPTIMIZATION, 1997, 10 (01) :77-90
[10]   Evolution towards the maximum clique [J].
Bomze, IM .
JOURNAL OF GLOBAL OPTIMIZATION, 1997, 10 (02) :143-164