Team Decision Problems With Convex Quadratic Constraints

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Approximating Global Quadratic Optimization with Convex Quadratic Constraints

We consider the problem of approximating the global maximum of a quadratic program (QP) subject to convex non-homogeneous quadratic constraints. We prove an approximation quality bound that is related to a condition number of the convex feasible set; and it is the currently best for approximating certain problems, such as quadratic optimization over the assignment polytope, according to the bes...

متن کامل

An Infeasible Active Set Method with Combinatorial Line Search for Convex Quadratic Problems with Bound Constraints∗

The minimization of a convex quadratic function under bound constraints is a fundamental building block for solving more complicated optimization problems. The active-set method introduced by Bergounioux et al. [1, 2] has turned out to be a powerful, fast and competitive approach for this problem. Hintermüller et al. [15] provide a theoretical explanation of its efficiency by interpreting it as...

متن کامل

Using quadratic convex reformulation to tighten the convex relaxation of a quadratic program with complementarity constraints

Quadratic Convex Reformulation (QCR) is a technique that has been proposed for binary and mixed integer quadratic programs. In this paper, we extend the QCR method to convex quadratic programs with linear complementarity constraints (QPCCs). Due to the complementarity relationship between the nonnegative variables y and w, a term yDw can be added to the QPCC objective function, where D is a non...

متن کامل

Least Squares Problems with Absolute Quadratic Constraints

This paper analyzes linear least squares problems with absolute quadratic constraints. We develop a generalized theory following Bookstein’s conic-fitting and Fitzgibbon’s direct ellipse-specific fitting. Under simple preconditions, it can be shown that a minimum always exists and can be determined by a generalized eigenvalue problem. This problem is numerically reduced to an eigenvalue problem...

متن کامل

Two-Level Optimization Problems with Infinite Number of Convex Lower Level Constraints

‎This paper proposes a new form of optimization problem which is a two-level programming problem with infinitely many lower level constraints‎. ‎Firstly‎, ‎we consider some lower level constraint qualifications (CQs) for this problem‎. ‎Then‎, ‎under these CQs‎, ‎we derive formula for estimating the subdifferential of its valued function‎. ‎Finally‎, ‎we present some necessary optimality condit...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: IEEE Transactions on Control of Network Systems

سال: 2017

ISSN: 2325-5870

DOI: 10.1109/tcns.2016.2521061