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On Generating Nonconvex Optimization Test Problems

  • Maria V. BarkovaEmail author
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 11548)

Abstract

This paper addresses a technique for generating two types of nonconvex test problems. We study quadratic problems with d.c. inequality constraints and sum-of-ratios programs where both numerators and denominators are quadratic functions. Based on the idea of P. Calamai and L. Vicente, we propose the procedures for constructing nonconvex test problems with quadratic functions of any dimension, where global and local solutions are known. The implementation of the procedures does not require any complicated operations and solving auxiliary problems, except for elementary operations with matrices and vectors.

Keywords

Nonconvex test problems Quadratic function Fractional program d.c. functions 

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  1. 1.Matrosov Institute for System Dynamics and Control Theory of SB of RASIrkutskRussia

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