Generation of Large-Scale Quadratic Programs for Use as Global Optimization Test Problems

Abstract

A method is presented for the generation of test problems for global optimization algorithms. Givena bounded polyhedron in R and a vertex, the method constructs nonconvex quadratic functions(concave or indefinite) whose global minimum is attained at the selected vertex. The constructionrequires only the use of linear programming and linear systems of equations. © 1987, ACM. All rights reserved.