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动力系统与非凸二次规划

Dynamical Systems and Nonconvex Quadratic Programs

Nguyen Nang Thieu

arXiv 2609.06088首次发表:更新:

发表机构

Institute of Mathematics, Vietnam Academy of Science and Technology(越南科学技术院数学研究所)

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

本文提出一种动力系统方法求解线性约束下的不定二次规划,证明轨迹收敛至KKT点、给出距离估计并验证目标值递减,通过实例和数值测试展示其性能。

AI 中文摘要

本文研究了一种用于求解受线性约束的不定二次规划问题的动力系统方法。我们考察了该系统生成的轨迹收敛到二次规划的Karush-Kuhn-Tucker点的性质。此外,我们推导了轨迹与问题解之间距离的估计。我们进一步证明了目标函数值沿轨迹递减。文中给出了一个示例性例子和数值测试,以展示所提出方法的行为和性能。

英文摘要

This paper studies a dynamical system approach for solving indefinite quadratic programming problems subject to linear constraints. We investigate the convergence of the trajectory generated by the system to a Karush-Kuhn-Tucker point of the quadratic programs. In addition, we derive an estimate for the distance between the trajectory and a solution of the problem. We further prove that the objective value is decreasing along the trajectory. An illustrative example and a numerical test are presented to demonstrate the behavior and performance of the proposed method.

论文原文

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