Article ID: | iaor19881252 |
Country: | United Kingdom |
Volume: | 16 |
Start Page Number: | 393 |
End Page Number: | 395 |
Publication Date: | May 1989 |
Journal: | Computers and Operations Research |
Authors: | Ragsdale Cliff, Stam Antonie |
Keywords: | programming: integer |
It is well-known that quadratic programs can be solved with linear programming-based algorithms utilizing Kuhn-Tucker optimality conditions. However, due to certain linear complementary conditions, these algorithms require a specialized simplex code with modified rules for basis entry. In this paper the authors show that these linear complementary conditions can be enforced via a mixed-integer formulation of the quadratic programming problem. The formulation may be solved using any general purpose mixed-integer programming code.