Active constraints, indefinite quadratic test problems, and complexity (Q911993): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Active constraints, indefinite quadratic test problems, and complexity |
scientific article |
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Active constraints, indefinite quadratic test problems, and complexity (English)
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1991
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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.
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active constraints
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complexity theory
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negative eigenvalues
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local minimizer
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nearly-concave quadratic minimization
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polynomial time
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indefinite quadratic test problems
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global minimizer
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