Models & Optimisation and Mathematical Analysis Journal
Volume 2, Numéro 1, Pages 60-64
2014-12-20
Authors : Chikhaoui Ahmed . Mokhtari Abdelkader .
The aim of this paper is to present a new method for solving non-separable quadratic problems. In a first step we transform the non-separable quadratic problem in a separable quadratic problem equivalent. In a second step we solve the quadratic problem separable by the method of projection. The principle of this method is to calculate the critical point, if it is a feasible solution then this is the optimal solution. Otherwise, we construct a new feasible set by a homographic transformation on which we project the transformed critical point and we give the optimal solution belonging to the feasible set of the original problem. Note that the resolution is done directly on the primal separable quadratic problem and not on the linear problem as do several methods. The method is purely analytical and avoids the thorny problem of the choice of the initial solution.
Non Separable Quadratic Programming, Concave maximizing, Eigen values, Projection Method, Homographic Transformation.
Chikhaoui Ahmed
.
Djebbar Bachir
.
Mokhtari Abdelkader
.
Belabbaci El
.
pages 50-55.
Cheraitia Zahra
.
Kherchi Medjden Hanya
.
pages 86-100.
خالد عبد السلام عطيه اسماعيل خالد
.
pages 36-41.