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Solving Certain Nonconvex Quadratic Minimization Problems by Ranking the Extreme Points

Author

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  • A. Victor Cabot

    (Indiana University, Bloomington, Indiana)

  • Richard L. Francis

    (The Ohio State University, Columbus, Ohio)

Abstract

Certain types of quadratic programs with linear constraints have the property that an extreme point of the convex set of feasible solutions is an optimal solution. This paper presents a procedure for solving these problems, it involves determining a related linear program having the same constraints, the extreme-point-ranking approach of Murty is then applied to this linear program to obtain an optimum solution to the quadratic program.

Suggested Citation

  • A. Victor Cabot & Richard L. Francis, 1970. "Solving Certain Nonconvex Quadratic Minimization Problems by Ranking the Extreme Points," Operations Research, INFORMS, vol. 18(1), pages 82-86, February.
    • Handle: RePEc:inm:oropre:v:18:y:1970:i:1:p:82-86
    DOI: 10.1287/opre.18.1.82
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    Cited by:

    1. Harold P. Benson, 1996. "Deterministic algorithms for constrained concave minimization: A unified critical survey," Naval Research Logistics (NRL), John Wiley & Sons, vol. 43(6), pages 765-795, September.

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