1引言考虑如下带多乘积约束的二次规划问题:■其中,c∈Rn,Q∈Rn×n为对称阵,A∈Rq×n,d∈Rq,S0是单纯形,Ψkj(x)是仿射函数且在S0上Ψkj(x)】0.问题(P)能广泛应用于微观经济学、超大规模集成电路芯片设计、债券投资组合优化等领域[1,2].因问题(P)存在多个非全局最优的局部解,使得对其求解极其困难.近年
This paper presents a branch and duality bound algorithm for glob- ally solving a class of non-convex quadratic programming problems with additional multiplicative constraints. The algorithm uses Lagrange duality theory to convert the bounding subproblems during the algorithm into a sequence of linear program- ming problems, which can be solved very efficiently. The numerical results show that the proposed algorithm is effective.