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Quadratic Program on a Structured Nonconvex Set

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  • Yi Xu
  • Lili Han

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.

Suggested Citation

  • Yi Xu & Lili Han, 2020. "Quadratic Program on a Structured Nonconvex Set," Mathematical Problems in Engineering, Hindawi, vol. 2020, pages 1-6, March.
    • Handle: RePEc:hin:jnlmpe:4318186
    DOI: 10.1155/2020/4318186
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