A New Heuristic for the Convex Quadratic Programming Problem


This paper presents a new heuristic to linearise the convex quadratic programming problem. The usual Karush-Kuhn-Tucker conditions are used but in this case a linear objective function is also formulated from the set of linear equations and complementarity slackness conditions. An unboundedness challenge arises in the proposed formulation and this challenge is alleviated by construction of an additional constraint. The formulated linear programming problem can be solved efficiently by the available simplex or interior point algorithms. There is no restricted base entry in this new formulation. Some computational experiments were carried out and results are provided.

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Munapo, E. and Kumar, S. (2015) A New Heuristic for the Convex Quadratic Programming Problem. American Journal of Operations Research, 5, 373-383. doi: 10.4236/ajor.2015.55031.

Conflicts of Interest

The authors declare no conflicts of interest.


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