Parametric linear programming techniques for the indefnite quadratic programming problem |
| |
Authors: | VICENTE, LUIS N. JUDICE, JOAQUIM J. PARDALOS, PANOS M. |
| |
Affiliation: | Departamento de Matematica, Universidade de Coimbra 3000 Coimbra, Portugal College of Engineering, University of Florida 303 Weil Hall, ainesvile, FL 32611-2083 |
| |
Abstract: | In this paper, we discuss a multiparametric technique for findinga global minimum for an indefinite quadratic programming problembased on the spectral decomposition of the matrix of the quadraticform. Special attention is given to the case where this matrixhas only rank 1, where the multiparametric linear program turnsout to be a single-parameter linear program. An extension ofthe traditional linear parametric procedure is introduced whichin general solves this problem efficiently. However, an exampleis presented showing that this technique may take an exponentialnumber of steps. |
| |
Keywords: | |
本文献已被 Oxford 等数据库收录! |
|