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Exact Computable Representation of Some Second-Order Cone Constrained Quadratic Programming Problems 被引量:1

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摘要 Solving the quadratically constrained quadratic programming(QCQP)problem is in general NP-hard.Only a few subclasses of the QCQP problem are known to be polynomial-time solvable.Recently,the QCQP problem with a nonconvex quadratic objective function over one ball and two parallel linear constraints is proven to have an exact computable representation,which reformulates the original problem as a linear semidefinite program with additional linear and second-order cone constraints.In this paper,we provide exact computable representations for some more subclasses of the QCQP problem,in particular,the subclass with one secondorder cone constraint and two special linear constraints.
出处 《Journal of the Operations Research Society of China》 EI 2013年第1期107-134,共28页 中国运筹学会会刊(英文)
基金 supported by US Army Research Office Grant(No.W911NF-04-D-0003) by the North Carolina State University Edward P.Fitts Fellowship and by National Natural Science Foundation of China(No.11171177)。
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