Active constraints, indefinite quadratic test problems, and complexity (Q911993): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: William W. Hager / rank | |||
Property / author | |||
Property / author: Ioannis M. Roussos / rank | |||
Revision as of 16:57, 11 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Active constraints, indefinite quadratic test problems, and complexity |
scientific article |
Statements
Active constraints, indefinite quadratic test problems, and complexity (English)
0 references
1991
0 references
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.
0 references
active constraints
0 references
complexity theory
0 references
negative eigenvalues
0 references
local minimizer
0 references
nearly-concave quadratic minimization
0 references
polynomial time
0 references
indefinite quadratic test problems
0 references
global minimizer
0 references