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Remarks on solutions to a nonconvex quadratic programming test problem

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Abstract

A recent paper of Tuy and Hoai-Phuong published in JOGO (2007) 37:557–569 presents an algorithm for nonconvex quadratic programming with quadratic constraints. Performance of this algorithm is illustrated by solving, among others, a test problem from a paper of Audet, Hansen, Jaumard and Savard published in Mathematical Programming, Ser. A (2000) 87:131–152. This test problem is a reformulation of a problem from a paper of Dembo published in Mathematical Programming (1976) 10:192–213. Tuy and Hoai-Phuong observe that the optimal solution reported by Audet et al. is very far from the optimal one for this reformulation. The discrepancy between the reported optimal solutions is not due to selection of an almost feasible solution far from the optimal one nor to cumulation of termwise approximation errors. It is, in fact, simply due to a typographical error.

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References

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Authors and Affiliations

  1. GERAD and École Polytechnique de Montréal, Montréal, Québec, H3C 3A7, Canada

    Charles Audet

  2. GERAD and HEC Montréal, Montréal, Québec, H3T 2A7, Canada

    Pierre Hansen & Sylvain Perron

  3. LIX, Ecole Polytechnique, Palaiseau, France

    Pierre Hansen

Authors
  1. Charles Audet
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  2. Pierre Hansen
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  3. Sylvain Perron
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Correspondence to Sylvain Perron.

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Audet, C., Hansen, P. & Perron, S. Remarks on solutions to a nonconvex quadratic programming test problem. J Glob Optim 50, 363–369 (2011). https://doi.org/10.1007/s10898-010-9586-9

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  • DOI: https://doi.org/10.1007/s10898-010-9586-9

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