Friday, 11:00 - 11:25 h, Room: H 0110


Jiming Peng
Quadratic optimization with separable objective and a single quadratic and box constraint


We consider the quadratic optimization problem with separable and a single quadratic and box constraint. Such a problem arises from important applications such as asset liquidation and energy system design. The problem is NP-hard.
In this talk, we present an iterative breakpoint search algorithm and establish its convergence. We shall also discuss
the probability that the proposed algorithm can locate the global solution to the underlying problem under certain assumptions on the data.


Talk 2 of the invited session Fri.1.H 0110
"Recent advances in nonconvex quadratic programming with random data" [...]
Cluster 9
"Global optimization" [...]


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