Unconstrained formulation of standard quadratic optimization problems
نویسندگان
چکیده
منابع مشابه
Unconstrained formulation of standard quadratic optimization problems
A standard quadratic optimization problem (StQP) consists of finding the largest or smallest value of a (possibly indefinite) quadratic form over the standard simplex which is the intersection of a hyperplane with the positive orthant. This NP-hard problem has several immediate real-world applications like the Maximum-Clique Problem, and it also occurs in a natural way as a subproblem in quadra...
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A standard quadratic optimization problem (StQP) consists of finding the largest or smallest value of a (possibly indefinite) quadratic form over the standard simplex which is the intersection of a hyperplane with the positive orthant. This NP-hard problem has several immediate real-world applications like the Maximum-Clique Problem, and it also occurs in a natural way as a subproblem in quadra...
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A so-called Standard Bi-Quadratic Optimization Problem (StBQP) consists in minimizing a bi-quadratic form over the Cartesian product of two simplices (so this is different from a Bi-Standard QP where a quadratic function is minimized over the same set). An application example arises in portfolio selection. In this paper we present a bi-quartic formulation of StBQP, in order to get rid of the si...
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ژورنال
عنوان ژورنال: TOP
سال: 2010
ISSN: 1134-5764,1863-8279
DOI: 10.1007/s11750-010-0166-4