title: A range division and contraction approach for nonconvex quadratic program with quadratic constraints.
abstract: This paper presents a novel range division and contraction approach for globally solving nonconvex quadratic program with quadratic constraints. By constructing new underestimating linear relaxation functions, we can transform the initial nonconvex quadratic program problem into a linear program relaxation problem. By employing a branch and bound scheme with a range contraction approach, we describe a novel global optimization algorithm for effectively solving nonconvex quadratic program with quadratic constraints. Finally, the global convergence of the proposed algorithm is proved and numerical experimental results demonstrate the effectiveness of the proposed approach.
authors.affiliation: School of Mathematics and Statistics, Zhoukou Normal University, Zhoukou, 466001 China.
authors.forename: Chunshan
authors.initials: C
authors.lastname: Xue
authors.affiliation: School of Mathematical Sciences, Henan Institute of Science and Technology, Xinxiang, 453003 China.
authors.forename: Hongwei
authors.initials: H
authors.lastname: Jiao
authors.affiliation: School of Mathematical Sciences, Henan Institute of Science and Technology, Xinxiang, 453003 China.
authors.forename: Jingben
authors.initials: J
authors.lastname: Yin
authors.affiliation: College of Mathematics and Information Science, Henan Normal University, Xinxiang, 453007 China.
authors.forename: Yongqiang
authors.initials: Y
authors.lastname: Chen
keywords: Branch and bound scheme; Global optimization; Nonconvex quadratic program with quadratic constraints; Range contraction approach; Underestimating linear relaxation