Separable standard quadratic optimization problems

Separable standard quadratic optimization problems A standard quadratic optimization problems (StQP) asks for the minimal value of a quadratic form over the standard simplex. StQPs form a central NP-hard class in quadratic optimization and have numerous practical applications. In this note we study the case of a separable objective function and propose an algorithm of worst-case complexity $${\mathcal{O}(n\log n)}$$ . Some extensions to multi-StQPs and ℓ 1−ball constrained problems are also addressed briefly. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Optimization Letters Springer Journals

Separable standard quadratic optimization problems

Optimization Letters, Volume 6 (5) – Mar 26, 2011

Loading next page...
 
/lp/springer-journals/separable-standard-quadratic-optimization-problems-9FVUbvBT6P
Publisher
Springer Journals
Copyright
Copyright © 2011 by Springer-Verlag
Subject
Mathematics; Optimization; Operation Research/Decision Theory; Computational Intelligence; Numerical and Computational Physics, Simulation
ISSN
1862-4472
eISSN
1862-4480
D.O.I.
10.1007/s11590-011-0309-z
Publisher site
See Article on Publisher Site

Abstract

A standard quadratic optimization problems (StQP) asks for the minimal value of a quadratic form over the standard simplex. StQPs form a central NP-hard class in quadratic optimization and have numerous practical applications. In this note we study the case of a separable objective function and propose an algorithm of worst-case complexity $${\mathcal{O}(n\log n)}$$ . Some extensions to multi-StQPs and ℓ 1−ball constrained problems are also addressed briefly.

Journal

Optimization LettersSpringer Journals

Published: Mar 26, 2011

References

  • The complexity of optimizing over a simplex, hypercube or sphere: a short survey
    De Klerk, E.

You’re reading a free preview. Subscribe to read the entire article.


DeepDyve is your
personal research library

It’s your single place to instantly
discover and read the research
that matters to you.

Enjoy affordable access to
over 18 million articles from more than
15,000 peer-reviewed journals.

All for just $49/month

Explore the DeepDyve Library

Search

Query the DeepDyve database, plus search all of PubMed and Google Scholar seamlessly

Organize

Save any article or search result from DeepDyve, PubMed, and Google Scholar... all in one place.

Access

Get unlimited, online access to over 18 million full-text articles from more than 15,000 scientific journals.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

DeepDyve

Freelancer

DeepDyve

Pro

Price

FREE

$49/month
$360/year

Save searches from
Google Scholar,
PubMed

Create lists to
organize your research

Export lists, citations

Read DeepDyve articles

Abstract access only

Unlimited access to over
18 million full-text articles

Print

20 pages / month

PDF Discount

20% off