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

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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

Author(s):
Mylander, W. Charles
Author Organization(s):
RESEARCH ANALYSIS CORP MCLEAN VA
Descriptive Note:
Technical paper,
Pagination:
0121

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
RAC-TP-414
Contract/Grant Number(s):
DAHC19-69-C-0017
Project Number(s):
RAC-010.124
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*QUADRATIC PROGRAMMING, ALGORITHMS), SET THEORY, MATRICES(MATHEMATICS), LINEAR SYSTEMS, SIMPLEX METHOD, COMPUTER PROGRAMS
Field(s)/Group(s):
Operations Research
Keyword(s):
*NONCONVEX PROGRAMMING, KUHN TUCKER THEORY, CONSTRAINTS
Report Date:
1971 Feb 01