Abstract

Abstract In this paper we propose a new parametric linearizing approach for globally solving quadratically inequality constrained quadratic programs. By utilizing this approach, we can derive the parametric linear programs relaxation problem of the investigated problem. To accelerate the computational speed of the proposed algorithm, an interval deleting rule is used to reduce the investigated box. The proposed algorithm is convergent to the global optima of the initial problem by subsequently partitioning the initial box and solving a sequence of parametric linear programs relaxation problems. Finally, compared with some existing algorithms, numerical results show higher computational efficiency of the proposed algorithm.

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