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

Temadher A. Almaadeed, Saeid Ansary Karbasy, Maziar Salahi and Abdelouahed Hamdi ()
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Temadher A. Almaadeed: Qatar University
Saeid Ansary Karbasy: University of Guilan
Maziar Salahi: University of Guilan
Abdelouahed Hamdi: Qatar University

Journal of Optimization Theory and Applications, 2022, vol. 194, issue 1, No 10, 246-264

Abstract: Abstract 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.

Keywords: Quadratically constrained quadratic optimization problems; Extended trust region subproblems; Nonconvex optimization; 49J53; 49K99 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s10957-022-02018-x

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