Solving a Class of Linearly Constrained Indefinite Quadratic Problems by D.C. Algorithms

Linearly constrained indefinite quadratic problems play an important role in global optimization. In this paper we study d.c. theory and its local approach to such problems. The new algorithm, CDA, efficiently produces local optima and sometimes produces global optima. We also propose a decomposition branch and bound method for globally solving these problems. Finally many numerical simulations are reported.

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