Solving Indefinite Quadratic Programs by Dynamical Systems: Preliminary Investigations

Fuente: arXiv
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Autores principales: Pappalardo, Massimo, Thieu, Nguyen Nang, Yen, Nguyen Dong
Formato: Preprint
Publicado: 2025
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author Pappalardo, Massimo
Thieu, Nguyen Nang
Yen, Nguyen Dong
author_facet Pappalardo, Massimo
Thieu, Nguyen Nang
Yen, Nguyen Dong
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2503_23420
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Solving Indefinite Quadratic Programs by Dynamical Systems: Preliminary Investigations
Pappalardo, Massimo
Thieu, Nguyen Nang
Yen, Nguyen Dong
Optimization and Control
90C20, 90C26, 47J20, 49J40, 49J53, 49M30, 34A12
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.
title Solving Indefinite Quadratic Programs by Dynamical Systems: Preliminary Investigations
topic Optimization and Control
90C20, 90C26, 47J20, 49J40, 49J53, 49M30, 34A12
url https://arxiv.org/abs/2503.23420