Solving Indefinite Quadratic Programs by Dynamical Systems: Preliminary Investigations

Bibliographic Details
Title: Solving Indefinite Quadratic Programs by Dynamical Systems: Preliminary Investigations
Authors: Pappalardo, Massimo, Thieu, Nguyen Nang, Yen, Nguyen Dong
Publication Year: 2025
Collection: Mathematics
Subject Terms: Mathematics - Optimization and Control, 90C20, 90C26, 47J20, 49J40, 49J53, 49M30, 34A12
More Details: Preliminary results of our investigations on solving indefinite qua\-dra\-tic programs by dynamical systems are given. First, dynamical systems corresponding to two fundamental DC programming algorithms to deal with indefinite quadratic programs are considered. Second, the existence and the uniqueness of the global solution of the dynamical system are proved by using some theorems from nonsmooth analysis and the theory of ordinary differential equations. Third, the strong pseudomonotonicity of the restriction of an affine operator on a closed convex set is analyzed in a special case. Finally, for a parametric indefinite quadratic program related to that special case, convergence of the trajectories of the dynamical system to the Karush-Kuhn-Tucker points is established. The elementary direct proofs in the third and fourth topics would be useful for understanding the meaning and significance of several open problems proposed in this paper.
Comment: 28 pages, 2 figures
Document Type: Working Paper
Access URL: http://arxiv.org/abs/2503.23420
Accession Number: edsarx.2503.23420
Database: arXiv
More Details
Description not available.