摘要：It is very difficult to solve indefinite quadratic programming problem. In this paper, for globally solving such problem, a novel algorithm is presented. Firstly, the initial problem (P) is converted into an equivalent problem (EP); then, the problem (EP) is reduced to a sequence of linear programming problems, which are very easy to be solved. The convergence and the complexity of the proposed algorithm is presented, and some experiments are provided to show its feasibility.
关键词：Linear relaxation; Global optimization; Generalized quadratic programming.
