Generation of large-scale quadratic programs for use as global optimization test problems

  • Authors:
  • Panos M. Pardalos

  • Affiliations:
  • Pennsylvania State Univ., University Park

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 1987

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Abstract

A method is presented for the generation of test problems for global optimization algorithms. Givena bounded polyhedron in R and a vertex, the method constructs nonconvex quadratic functions(concave or indefinite) whose global minimum is attained at the selected vertex. The constructionrequires only the use of linear programming and linear systems of equations.