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A finite algorithm for global quadratic minimization. (English) Zbl 0692.90076

The paper presents an algorithm that in a finite number of iterations finds an absolute minimizer for the standard quadratic programming problem with no assumptions on convexity properties of the cost function. It is based on the sequential solution of auxiliary linear complementarity problems by an algorithm recently developed by the author. Some results of computational experiments with test problems of dimensions up to 500 are given.
Reviewer: V.S.Izhutkin

MSC:

90C20 Quadratic programming
65K05 Numerical mathematical programming methods
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)