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General Quadratic Programming

In: Essays and Surveys in Global Optimization

Author

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  • Nguyen Thoai

Abstract

The general quadratic programming problem is a typical multiextrernal optimization problem, which can have local optima different from global optima. This chapter presents an overview of actual results on general quadratic programming, focusing on three topics: optimality conditions, duality and solution methods. Optimality conditions and solution methods are discussed in the sense of global optimization.

Suggested Citation

  • Nguyen Thoai, 2005. "General Quadratic Programming," Springer Books, in: Charles Audet & Pierre Hansen & Gilles Savard (ed.), Essays and Surveys in Global Optimization, chapter 0, pages 107-129, Springer.
    • Handle: RePEc:spr:sprchp:978-0-387-25570-5_4
    DOI: 10.1007/0-387-25570-2_4
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    Cited by:

    1. Riccardo Cambini & Claudio Sodini, 2008. "A computational comparison of some branch and bound methods for indefinite quadratic programs," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(2), pages 139-152, June.

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