Accession Number:

AD0719271

Title:

Nonconvex Quadratic Programming by a Modification of Lemke's Method.

Descriptive Note:

Technical paper,

Corporate Author:

RESEARCH ANALYSIS CORP MCLEAN VA

Personal Author(s):

Report Date:

1971-02-01

Pagination or Media Count:

121.0

Abstract:

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

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE