Solving Certain Nonconvex Quadratic Minimization Problems by Ranking the Extreme Points

Published Online:https://doi.org/10.1287/opre.18.1.82

Certain types of quadratic programs with linear constraints have the property that an extreme point of the convex set of feasible solutions is an optimal solution. This paper presents a procedure for solving these problems, it involves determining a related linear program having the same constraints, the extreme-point-ranking approach of Murty is then applied to this linear program to obtain an optimum solution to the quadratic program.

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