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Solving a class of linearly constrained indefinite quadratic problems by DC algorithms. (English) Zbl 0905.90131

Linearly constrained indefinite quadratic problems play an important role in global optimization. In this paper, the authors study DC theory and its local approach to such problems. The new algorithm, CDA, efficiently produces local optima and, sometimes, global optima. Moreover, the authors propose a decomposition branch-and-bound method for globally solving these problems. Finally, many numerical simulations are reported.
Reviewer: J.Guddat (Berlin)

MSC:

90C20 Quadratic programming

Software:

GQTPAR
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