Simple Polaroids for Non-Convex Quadratic Programming
CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP
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The paper presents an application of polaroid wets in the first section the author shows how bilinear polaroid bifunctions can be defined for an arbitrary quadratic function. The second section establishes two properties convexity and validity of the corresponding polaroid sets this allows one to define valid cutting planes for the Quadratic Program optimize an arbitrary quadratic function over an arbitrary closed set of feasible solution. A third section describes the structure of polaroids in relation to a given polyhedral feasible set.
- Operations Research