Maximization of a convex quadratic form on a polytope: Factorization and the Chebyshev norm bounds

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F20%3A10419279" target="_blank" >RIV/00216208:11320/20:10419279 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1007/978-3-030-21803-4_12" target="_blank" >https://doi.org/10.1007/978-3-030-21803-4_12</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-030-21803-4_12" target="_blank" >10.1007/978-3-030-21803-4_12</a>

Result language
angličtina
Original language name
Maximization of a convex quadratic form on a polytope: Factorization and the Chebyshev norm bounds
Original language description
Maximization of a convex quadratic form on a convex polyhedral set is an NP-hard problem. We focus on computing an upper bound based on a factorization of the quadratic form matrix and employment of the maximum vector norm. Effectivity of this approach depends on the factorization used. We discuss several choices as well as iterative methods to improve performance of a particular factorization. We carried out numerical experiments to compare various alternatives and to compare our approach with other standard approaches, including McCormick envelopes.
Czech name
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Czech description
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Project
<a href="/en/project/GA18-04735S" target="_blank" >GA18-04735S: Novel approaches for relaxation and approximation techniques in deterministic global optimization</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Optimization of Complex Systems: Theory, Models, Algorithms and Applications
ISBN
978-3-030-21803-4
ISSN
2194-5357
e-ISSN
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Number of pages
9
Pages from-to
119-127
Publisher name
Springer
Place of publication
Cham
Event location
Metz, France
Event date
Jul 8, 2019
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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