LANS Informal Seminar
"Globally Solving Nonconvex QPs via Completely Positive Programming"
DATE: March 16, 2011
TIME: 15:00:00 - 16:00:00 Description:
SPEAKER: Jieqiu Chen, Wilkinson Fellow, MCS
LOCATION: Bldg 240 Conference Center 1404-1405, Argonne National Laboratory
Nonconvex quadratic programming (QP) is an NP-hard problem that optimizes a general quadratic function over linear constraints. This paper introduces a new global optimization algorithm for this problem, which combines two ideas from the literature--finite branching based on the first-order KKT conditions and polyhedral-semidefinite relaxations of completely positive (or copositive) programs. Through a series of computational experiments comparing the new algorithm with existing codes on a diverse set of test instances, we demonstrate that the new algorithm is an attractive method for globally solving nonconvex QP.
TIME: 15:00:00 - 16:00:00
Please send questions or suggestions to Debojyoti Ghosh: ghosh at mcs dot anl dot gov.