A note on weakly active constraints in connection with nonconvex quadratic programming

A note on weakly active constraints in connection with nonconvex quadratic programming

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Article ID: iaor19942465
Country: Netherlands
Volume: 57
Issue: 3
Start Page Number: 409
End Page Number: 411
Publication Date: Mar 1992
Journal: European Journal of Operational Research
Authors:
Abstract:

In general it is very difficult to determine a true local minimizer in nonconvex quadratic programming. The main problems arise if there are so-called weakly active constraints. The paper discusses an efficient method for checking the local optimality or determining a direction of descent.

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