A note on composite concave quadratic programming

被引：2
作者：
Churilov, L [1 ]
Ralph, D
Sniedovich, M
机构：
[1] Monash Univ, Sch Business Syst, Clayton, Vic 3168, Australia
[2] Univ Melbourne, Dept Math & Stat, Parkville, Vic 3052, Australia
来源：
OPERATIONS RESEARCH LETTERS | 1998年 / 23卷 / 3-5期
关键词：
composite concave programming; quadratic programming; parametric programming; complementary pivoting procedure;
D O I：
10.1016/S0167-6377(98)00035-2
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper we present a pivotal-based algorithm for the global minimization of composite concave quadratic functions subject to linear constraints. It is shown that certain subclasses of this family yield easy-to-solve line search subproblems. Since the proposed algorithm is equivalent in efficiency to a standard parametric complementary pivoting procedure, the implication is that conventional parametric quadratic programming algorithms can now be used as tools for the solution of much wider class of complex global optimization problems. (C) 1998 Elsevier Science B.V. All rights reserved.
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页码：163 / 169
页数：7
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