An efficient global algorithm for a class of indefinite separable quadratic programs

Edirisinghe, Chanaka; Jeong, Jae-Hwan

doi:10.1007/s10107-015-0918-x

Cited by 4 publications

(1 citation statement)

References 16 publications

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“…is a quadratic function with linear constraints, the problem is called a -quadratic programming problem‖. For instance, in business, if a firm is seeking to maximize profit or minimize cost, but there are constraints on the amount of resources or monetary funds available, this type of problem comes up (Edirisinghe and Jeong, 2015).…”

Section: Introductionmentioning

confidence: 99%

Proposed Piecewise Linear Approximation for Tackling Nonlinear Programming Problems With Separable Objective Function

Jude¹,

Andrew²,

O³

2019

IJEAST

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The study has developed an algorithm that can be employed to tackle optimization problems with nonlinear separable quadratic objective function with linear constraints. The algorithm used two breakpoints. After transforming the nonlinear objective function to linear function, Wolfram Mathematica was employed to get the optimal solution. The two problems solved in this study showed that the proposed algorithm converged faster than solving the original problem directly via Wolfram Mathematica, though with the same optimal solution. In the study, a program code via Wolfram Mathematica for evaluating a nonlinear separable quadratic objective function with multiple linear variables and constraints of different sizes up to 70,000 variables and 35,000 constraints was written using the proposed technique. The study demonstrated the effectiveness of the proposed approach using the written program code as compared to the written program code for the original problem as it converged faster via the time of execution.

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Section: Introductionmentioning

confidence: 99%