Nonconvex Quadratic Programming via Generalized Polars.

Abstract

A generalized outer polar F* is constructed for nonconvex, linearly constrained, quadratic programs, which can be used in essentially the same ways as outer polars are used in integer programming. First the author discusses the derivation of valid cutting planes from F*. Then the author discusses an algorithm which does not generate cuts, but uses the properties of F* in a different way. Starting with a subset of the Kuhn-Tucker constraints, some of the remaining constraints are successively activated so as to construct a polytope contained in F*. When this is achieved, the best among the local optima found in the process is a global optimum. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1972
Accession Number
AD0751063

Entities

People

  • Egon Balas

Organizations

  • Carnegie Mellon University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Evolutionary Algorithms
  • Heuristic Methods
  • Integer Programming
  • Interdisciplinary Science
  • Mathematical Programming
  • Mathematics
  • Quadratic Programming

Readers

  • Operations Research