Accession Number : AD0719271

Title :   Nonconvex Quadratic Programming by a Modification of Lemke's Method.

Descriptive Note : Technical paper,

Corporate Author : RESEARCH ANALYSIS CORP MCLEAN VA

Personal Author(s) : Mylander,W. Charles

Report Date : FEB 1971

Pagination or Media Count : 121

Abstract : The paper describes an algorithm that attempts to solve non-convx quadratic programs by efficiently enumerating all the points satisfying the Kuhn-Tucker conditions. The algorithm was obtained by modifying Lemke's Algorithm for solving the linear complementarity problem. The algorithm works on a wide but undelineated class of nonconvex quadratic programs. One type of nonconvex quadratic program the algorithm does solve is pseudo-convex quadratic programs. (Author)

Descriptors :   (*QUADRATIC PROGRAMMING, ALGORITHMS), SET THEORY, MATRICES(MATHEMATICS), LINEAR SYSTEMS, SIMPLEX METHOD, COMPUTER PROGRAMS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE