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SOLVING CERTAIN NONCONVEX QUADRATIC MINIMIZATION PROBLEMS BY RANKING THE EXTREME POINTS.

Authors :
Cabot, A. Victor
Francis, Richard L.
Source :
Operations Research; Jan/Feb70, Vol. 18 Issue 1, p82-86, 5p
Publication Year :
1970

Abstract

Certain types of quadratic programs with linear constraints have the property that an extreme point of the convex set of feasible solutions is an optimal solution. This paper presents a procedure for solving these problems, it involves determining a related linear program having the same constraints, the extreme-point-ranking approach of MURTY is then applied to this linear program to obtain an optimum solution to the quadratic program. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0030364X
Volume :
18
Issue :
1
Database :
Complementary Index
Journal :
Operations Research
Publication Type :
Academic Journal
Accession number :
8735871
Full Text :
https://doi.org/10.1287/opre.18.1.82