Year: 2026
Type: preprint
Abstract: This paper studies a dynamical system approach for solving indefinite quadratic programming problems subject to linear constraints. We investigate the convergence of the trajectory generated by the system to a Karush-Kuhn-Tucker point of the quadratic programs. In addition, we derive an estimate for the distance between the trajectory and a solution of the problem. We further prove that the objective value is decreasing along the trajectory. An illustrative example and a numerical test are presented to demonstrate the behavior and performance of the proposed method.
Source: arXiv (Cornell University)
Author: Thieu, Nguyen Nang
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7211993801