On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints
<p>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 se...
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2022
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| _version_ | 1864513567597789184 |
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| author | Temadher A. Almaadeed (14151288) |
| author2 | Saeid Ansary Karbasy (14151291) Maziar Salahi (14151294) Abdelouahed Hamdi (14158899) |
| author2_role | author author author |
| author_facet | Temadher A. Almaadeed (14151288) Saeid Ansary Karbasy (14151291) Maziar Salahi (14151294) Abdelouahed Hamdi (14158899) |
| author_role | author |
| dc.creator.none.fl_str_mv | Temadher A. Almaadeed (14151288) Saeid Ansary Karbasy (14151291) Maziar Salahi (14151294) Abdelouahed Hamdi (14158899) |
| dc.date.none.fl_str_mv | 2022-11-22T21:13:44Z |
| dc.identifier.none.fl_str_mv | 10.1007/s10957-022-02018-x |
| dc.relation.none.fl_str_mv | https://figshare.com/articles/journal_contribution/On_Indefinite_Quadratic_Optimization_over_the_Intersection_of_Balls_and_Linear_Constraints/21597366 |
| dc.rights.none.fl_str_mv | CC BY 4.0 info:eu-repo/semantics/openAccess |
| dc.subject.none.fl_str_mv | Applied mathematics Applied Mathematics Management Science and Operations Research Control and Optimization |
| dc.title.none.fl_str_mv | On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints |
| dc.type.none.fl_str_mv | Text Journal contribution info:eu-repo/semantics/publishedVersion text contribution to journal |
| description | <p>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.</p><h2>Other Information</h2> <p> Published in: Journal of Optimization Theory and Applications<br> License: <a href="https://creativecommons.org/licenses/by/4.0" target="_blank">https://creativecommons.org/licenses/by/4.0</a><br>See article on publisher's website: <a href="http://dx.doi.org/10.1007/s10957-022-02018-x" target="_blank">http://dx.doi.org/10.1007/s10957-022-02018-x</a></p> |
| eu_rights_str_mv | openAccess |
| id | Manara2_5f4981ee59fd4d747e2feeeda8c0c67f |
| identifier_str_mv | 10.1007/s10957-022-02018-x |
| network_acronym_str | Manara2 |
| network_name_str | Manara2 |
| oai_identifier_str | oai:figshare.com:article/21597366 |
| publishDate | 2022 |
| repository.mail.fl_str_mv | |
| repository.name.fl_str_mv | |
| repository_id_str | |
| rights_invalid_str_mv | CC BY 4.0 |
| spelling | On Indefinite Quadratic Optimization over the Intersection of Balls and Linear ConstraintsTemadher A. Almaadeed (14151288)Saeid Ansary Karbasy (14151291)Maziar Salahi (14151294)Abdelouahed Hamdi (14158899)Applied mathematicsApplied MathematicsManagement Science and Operations ResearchControl and Optimization<p>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.</p><h2>Other Information</h2> <p> Published in: Journal of Optimization Theory and Applications<br> License: <a href="https://creativecommons.org/licenses/by/4.0" target="_blank">https://creativecommons.org/licenses/by/4.0</a><br>See article on publisher's website: <a href="http://dx.doi.org/10.1007/s10957-022-02018-x" target="_blank">http://dx.doi.org/10.1007/s10957-022-02018-x</a></p>2022-11-22T21:13:44ZTextJournal contributioninfo:eu-repo/semantics/publishedVersiontextcontribution to journal10.1007/s10957-022-02018-xhttps://figshare.com/articles/journal_contribution/On_Indefinite_Quadratic_Optimization_over_the_Intersection_of_Balls_and_Linear_Constraints/21597366CC BY 4.0info:eu-repo/semantics/openAccessoai:figshare.com:article/215973662022-11-22T21:13:44Z |
| spellingShingle | On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints Temadher A. Almaadeed (14151288) Applied mathematics Applied Mathematics Management Science and Operations Research Control and Optimization |
| status_str | publishedVersion |
| title | On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints |
| title_full | On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints |
| title_fullStr | On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints |
| title_full_unstemmed | On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints |
| title_short | On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints |
| title_sort | On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints |
| topic | Applied mathematics Applied Mathematics Management Science and Operations Research Control and Optimization |