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1998-09-03Buch DOI: 10.18452/2683
Some Heuristics and Test Problems for Nonconvex Quadratic Programming over a Simplex
dc.contributor.authorNowak, Ivo
dc.date.accessioned2017-06-15T17:58:03Z
dc.date.available2017-06-15T17:58:03Z
dc.date.created2005-11-15
dc.date.issued1998-09-03
dc.identifier.issn0863-0976
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3335
dc.description.abstractIn this paper we compare two methods for estimating a global minimizer of an indefinite quadratic form over a simplex. The first method is based on the enumeration of local minimizers of a so-called control polytope. The second method is based on an approximation of the convex envelope using semidefinite programming. In order to test the algorithms a method for generating random test problems is presented where the optimal solution is known and the number of binding constraints is prescribed. Moreover, it is investigated if some modifications of the objective function influence the performance of the algorithms. Numerical experiments are reported.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectglobal optimizationeng
dc.subjectnonconvex quadratic programmingeng
dc.subjectheuristicseng
dc.subjectBézier methodseng
dc.subjecttest problemseng
dc.subject.ddc510 Mathematik
dc.titleSome Heuristics and Test Problems for Nonconvex Quadratic Programming over a Simplex
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10053579
dc.identifier.doihttp://dx.doi.org/10.18452/2683
local.edoc.pages8
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year1998
dc.identifier.zdb2075199-0
bua.series.namePreprints aus dem Institut für Mathematik
bua.series.issuenumber1998,17

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