Quadratic Program on a Structured Nonconvex Set. (12th March 2020)

• Record Type: Journal Article
• Authors: Xu, Yi; Han, Lili
• Other Names: Xu Gen Q. Academic Editor.
• Is Part Of: Mathematical problems in engineering. Volume 2020(2020)
• Publication Date: 2020-03-12
• Subjects: Engineering mathematics -- Periodicals; 510.2462
• DOI: 10.1155/2020/4318186
• Languages: English
• ISSNs: 1024-123X

Abstract

Abstract : In this paper, we focus on a special nonconvex quadratic program whose feasible set is a structured nonconvex set. To find an effective method to solve this nonconvex program, we construct a bilevel program, where the low-level program is a convex program while the upper-level program is a small-scale nonconvex program. Utilizing some properties of the bilevel program, we propose a new algorithm to solve this special quadratic program. Finally, numerical results show that our new method is effective and efficient.