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Quadratic Programming with Box Constraints

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Developments in Global Optimization

Abstract

The global minimization of quadratic problems with box constraints naturally arises in many applications and as a subproblem of more complex optimization problems. In this paper we briefly describe the main results on global optimality conditions. Moreover, some of the most interesting computational approaches for the problem will be summarized.

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Abbreviations

BCQP:

box constrained quadratic problem

KKT:

Karush, Kuhn, Tucker stationarity conditions.

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De Angelis, P.L., Pardalos, P.M., Toraldo, G. (1997). Quadratic Programming with Box Constraints. In: Bomze, I.M., Csendes, T., Horst, R., Pardalos, P.M. (eds) Developments in Global Optimization. Nonconvex Optimization and Its Applications, vol 18. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-2600-8_5

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  • DOI: https://doi.org/10.1007/978-1-4757-2600-8_5

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4419-4768-0

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