Active constraints, indefinite quadratic test problems, and complexity (Q911993): Difference between revisions

The observation that at least s constraints are active when the Hessian of the Lagrangian has s negative eigenvalues at a local minimizer is used to obtain two results: (i) a class of nearly-concave quadratic minimization problem can be solved in polynomial time; (ii) a class of indefinite quadratic test problems can be constructed with a specified number of positive and negative eigenvalues and with a known global minimizer.