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: | Krner P. Frank |
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.