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On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints

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posted on 2022-11-22, 21:13 authored by Temadher A. Almaadeed, Saeid Ansary Karbasy, Maziar Salahi, Abdelouahed Hamdi

In this paper, we study the minimization of an indefinite quadratic function over the intersection of balls and linear inequality constraints (QOBL). Using the hyperplanes induced by the intersection of each pair of balls, we show that the optimal solution of QOBL can be found by solving several extended trust-region subproblems (e-TRS). To solve e-TRS, we use the alternating direction method of multipliers approach and a branch and bound algorithm. Numerical experiments show the efficiency of the proposed approach compared to the CVX and the extended adaptive ellipsoid-based algorithm.

Other Information

Published in: Journal of Optimization Theory and Applications
License: https://creativecommons.org/licenses/by/4.0
See article on publisher's website: http://dx.doi.org/10.1007/s10957-022-02018-x

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Language

  • English

Publisher

Springer Science and Business Media LLC

Publication Year

  • 2022

Institution affiliated with

  • Qatar University

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