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Separable standard quadratic optimization problems

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Abstract

A standard quadratic optimization problems (StQP) asks for the minimal value of a quadratic form over the standard simplex. StQPs form a central NP-hard class in quadratic optimization and have numerous practical applications. In this note we study the case of a separable objective function and propose an algorithm of worst-case complexity \({\mathcal{O}(n\log n)}\) . Some extensions to multi-StQPs and ℓ 1−ball constrained problems are also addressed briefly.

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Authors and Affiliations

  1. University of Vienna, Vienna, Austria

    Immanuel M. Bomze

  2. University of Parma, Parma, Italy

    Marco Locatelli

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  1. Immanuel M. Bomze
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  2. Marco Locatelli
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Correspondence to Immanuel M. Bomze.

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Bomze, I.M., Locatelli, M. Separable standard quadratic optimization problems. Optim Lett 6, 857–866 (2012). https://doi.org/10.1007/s11590-011-0309-z

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  • DOI: https://doi.org/10.1007/s11590-011-0309-z

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