ACTIVE CONSTRAINTS, INDEFINITE QUADRATIC TEST PROBLEMS, AND COMPLEXITY

被引：9

作者：

HAGER, WW

PARDALOS, PM

ROUSSOS, IM

SAHINOGLOU, HD

机构：

[1] PENN STATE UNIV,DEPT COMP SCI,UNIVERSITY PK,PA 16802

[2] HAMLINE UNIV,DEPT MATH,ST PAUL,MN 55104

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1991年 / 68卷 / 03期

关键词：

LOCAL MINIMA; GLOBAL MINIMA; ACTIVE CONSTRAINTS; COMPLEXITY THEORY; INDEFINITE QUADRATIC TEST PROGRAMS;

D O I：

10.1007/BF00940067

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：

The observation that at least s constraints are active when the Hessian of the Lagrangian has s 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.

引用

页码：499 / 511

页数：13

共 18 条

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[Anonymous], 2016, LINEAR NONLINEAR PRO

[2]

BUNCH JR, 1977, 61 BELL LAB COMP SCI

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