Quadratic Program on a Structured Nonconvex Set

Yi Xu and Lili Han

Mathematical Problems in Engineering, 2020, vol. 2020, 1-6

Abstract:

In this paper, we focus on a special nonconvex quadratic program whose feasible set is a structured nonconvex set. To find an effective method to solve this nonconvex program, we construct a bilevel program, where the low-level program is a convex program while the upper-level program is a small-scale nonconvex program. Utilizing some properties of the bilevel program, we propose a new algorithm to solve this special quadratic program. Finally, numerical results show that our new method is effective and efficient.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:4318186

DOI: 10.1155/2020/4318186

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