Active constraints,indefinite quadratic test problems,and complexity |
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| Authors: | W W Hager P M Pardalos I M Roussos H D Sahinoglou |
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| Institution: | (1) Mathematics Department, University of Florida, Gainesville, Florida;(2) Computer Science Department, Pennsylvania State University, University Park, Pennsylvania;(3) Mathematics Department, Hamline University, Saint Paul, Minnesota |
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| Abstract: | The observation that at leasts constraints are active when the Hessian of the Lagrangian hass negative eigenvalues at a local minimizer is used to obtain two results: (i) a class of nearly concave quadratic minimization problem can be solved in polynomial time; (ii) a class of indefinite quadratic test problems can be constructed with a specified number of positive and negative eigenvalues and with a known global minimizer.The authors thank the reviewers for their constructive comments. The first author was supported by the National Science Foundation Grant DMS-85-20926 and by the Air Force Office of Scientific Research Grant AFOSR-ISSA-86-0091. |
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| Keywords: | Local minima global minima active constraints complexity theory indefinite quadratic test programs |
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