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

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 Lemke's 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)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1971
Accession Number
AD0719271

Entities

People

  • W. Charles Mylander

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Evolutionary Algorithms
  • Heuristic Methods
  • Mathematics
  • Quadratic Programming

Readers

  • Operations Research