Seminar “Solving a Class of Nonconvex Quadratic Programs by Inertial DC Algorithms”, Dong Yen Nguyen

You are very welcome to attend the seminar below

Time: Wednesday 18 September, 15:00
Place: Sala Seminari Ovest, Dipartimento di Informatica

Speaker: Dong Yen Nguyen, University of Hanoi.

Title: “Solving a Class of Nonconvex Quadratic Programs by Inertial DC Algorithms”

Abstract: Two inertial DC algorithms for indefinite quadratic programs under linear constraints (IQPs) are considered in this paper. Using a qualification condition related to the normal cones of unbounded pseudo-faces of the polyhedral convex constraint set, the recession cones of the corresponding faces, and the quadratic form describing the objective function, we prove that the iteration sequences in question are bounded if the given IQP has a finite optimal value. Any cluster point of such a sequence is a KKT point. The convergence of the members of a DCA sequence produced by one of the two inertial algorithms to just one connected component of the KKT point set is also obtained. To do so, we revisit the inertial algorithm for DC programming of de Oliveira and Tcheou [de Oliveira, W., Tcheou, M.P.: An inertial algorithm for DC programming, Set-Valued and Variational Analysis 2019; 27: 895-919] and give a refined version of Theorem 1 from that paper, which can be used for IQPs with unbounded constraint sets. An illustrative example is proposed.