Nonconvex Quadratic Programming by a Modification of Lemke's Method.
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The paper describes an algorithm that attempts to solve non-convx quadratic programs by efficiently enumerating all the points satisfying the Kuhn-Tucker conditions. The algorithm was obtained by modifying Lemkes Algorithm for solving the linear complementarity problem. The algorithm works on a wide but undelineated class of nonconvex quadratic programs. One type of nonconvex quadratic program the algorithm does solve is pseudo-convex quadratic programs. Author
- Operations Research