On a class of quadratic programs (Q1080777)

We consider a class of quadratic programs where the constraints are linear and the objective is a product of two linear functions. Assuming the two linear factors to be nonnegative, maximization and minimization cases are considered. Each case is analyzed with the help of a bicriteria linear program obtained by replacing the quadratic objective with the two linear functions. Global minimum [maximum] is attained at an efficient extreme point [efficient point] of the feasible set in the solution space and corresponds to an efficient extreme point [efficient point] of the feasible set in the bicriteria space. Utilizing this fact and certain other properties, two finite algorithms, including validations are given for solving the respective problems. Each of these, essentially, consists of solving a sequence of linear programs. Finally, a method is provided for relaxing the nonnegativity assumption on the two linear factors of the objective function.