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LANS Informal Seminar: Jieqiu Chen
March 16, 2011 @ 15:00 CDT
Seminar Title: Globally Solving Nonconvex QPs via Completely Positive Programming
Speaker: Jieqiu Chen, Wilkinson Fellow, MCS
Date/Time: 2011-03-16 15:00
Location: Bldg 240 Conference Center 1404-1405
Description:
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.