A note on composite concave quadratic programming

A note on composite concave quadratic programming

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Article ID: iaor20011556
Country: Netherlands
Volume: 23
Issue: 3/5
Start Page Number: 163
End Page Number: 169
Publication Date: Oct 1998
Journal: Operations Research Letters
Authors: , ,
Abstract:

In this paper we present a pivotal-based algorithm for the global minimization of composite concave quadratic functions subject to linear constraints. It is shown that certain subclasses of this family yield easy-to-solve line search subproblems. Since the proposed algorithm is equivalent in efficiency to a standard parametric complementary pivoting procedure, the implication is that conventional parametric quadratic programming algorithms can now be used as tools for the solution of a much wider class of complex global optimization problems.

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