Article ID: | iaor19942468 |
Country: | Netherlands |
Volume: | 61 |
Issue: | 2 |
Start Page Number: | 215 |
End Page Number: | 231 |
Publication Date: | Sep 1993 |
Journal: | Mathematical Programming (Series A) |
Authors: | Calamai Paul H., Vicente Luis N., Jdice Joaquim J. |
Keywords: | test problems |
This paper describes a new technique for generating convex, strictly concave and indefinite (bilinear or not) quadratic programming problems. These problems have a number of properties that make them useful for test purposes. For example, strictly concave quadratic problems with their global maximum in the interior of the feasible domain and with an exponential number of local minima with distinct function values and indefinite and jointly constrained bilinear problems with nonextreme global minima, can be generated. Unlike most existing methods the present construction technique does not require the solution of any subproblem or systems of equations. In addition, the authors know of no other technique for generating jointly constrained bilinear programming problems.