PreprintCC BY 4.0arXiv
Dynamical Systems and Nonconvex Quadratic Programs
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.
Related
- A method for global minimization of nonconvex quadratic functions
- Applications of the Lorentz positive cone in nonconvex quadratic optimization
- PDNQP: A GPU-based Factorization-free Method for Large-scale Nonconvex Quadratic Programming
- The Complexity of KKT Points of Quadratic Programs with Polynomially-Bounded Coefficients
- Open Quadratic Optimization Programs
BibTeX
@misc{thieu2026dynamical,
title = {{Dynamical Systems and Nonconvex Quadratic Programs}},
author = {Nguyen Nang Thieu},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.06088},
eprint = {2609.06088},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.06088},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Dynamical Systems and Nonconvex Quadratic Programs
AU - Nguyen Nang Thieu
PY - 2026
DA - 2026/09/05
PB - arXiv
DO - 10.48550/arxiv.2609.06088
UR - https://arxiv.org/abs/2609.06088
AB - 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.
ER -