LOCAL MINIMIZER OF A NONCONVEX QUADRATIC-PROGRAMMING PROBLEM

被引:1
作者
MRAZ, F
机构
[1] Pedagogical Faculty, Č. Budějovice, CS-37115
关键词
AMS Subject Classification: 90C20; local minimizer; Quadratic programming problem;
D O I
10.1007/BF02250640
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
A modified Beale's algorithm is described which computes the local minimizer of any quadratic objective function subject to linear constraints. Some extensions are given, first of all the possibility of movement to the neighbouring local minimizer with a reduced objective function value in some special cases. © 1990 Springer-Verlag.
引用
收藏
页码:283 / 289
页数:7
相关论文
共 4 条
[1]  
Abadie J.M., 1967, NONLINEAR PROGRAMMIN
[2]  
BEALE EM, 1957, NAV RES LOG, V6, P227
[3]  
BEALE EML, 1955, J ROY STAT SOC B, V17, P173
[4]  
MRAZ F, 1980, SOLVING NONCONVEX QU, P67