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On Box Constrained Concave Quadratic Optimization

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Abstract

This paper presents a class of differential flows to solve concave quadratic programming problems under box constraints. Some properties of the flow are given to reveal the significant relationship between the dynamic of the flow and the geometry of the feasible set. It is shown how the differential flow reaches a vertex point of the box, leading to a global minimizer of the concave quadratic programming. Some illustrative examples are also presented.

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Correspondence to Jinghao Zhu.

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Zhu, J., Zhao, S. & Liu, G. On Box Constrained Concave Quadratic Optimization. J Optim Theory Appl 161, 819–827 (2014). https://doi.org/10.1007/s10957-013-0390-9

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  • DOI: https://doi.org/10.1007/s10957-013-0390-9

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