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Frontiers in Global Optimization pp 25–43Cite as

Exact solution of three nonconvex quadratic programming problems

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Part of the book series: Nonconvex Optimization and Its Applications ((NOIA,volume 74))

Abstract

We present an exact algorithm and three applications of nonconvex quadratically constrained quadratic programming. First, we consider the pooling problem from the oil industry, and apply the algorithm to standard problems from the literature. Second, we apply the algorithm to fractional programming problems, which arise in finance. Finally, we show how it can be used to find the largest small octagon, a problem from geometry.

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Author information

Authors and Affiliations

  1. Département de Mathématiques et de Génie Industriel, GERAD and École Polytechnique de Montréal, C.P. 6079, Succ. Centre-ville, Montréal, Québec, H3C 3A7, Canada

    Charles Audet

  2. Department of Quantitative Methods in Management, GERAD and HEC Montréal, 3000 chemin de la Côte-Saint-Catherine, Montréal, Québec, H3T 2A7, Canada

    Pierre Hansen

  3. Département de Mathématiques et de Génie Industriel, École Polytechnique de Montréal, C.P. 6079, Succ. Centre-ville, Montréal, Québec, H3C 3A7, Canada

    Sébastien Le Digabel

Authors
  1. Charles Audet
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  2. Pierre Hansen
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  3. Sébastien Le Digabel
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Editor information

Editors and Affiliations

  1. Princeton University, USA

    C. A. Floudas

  2. University of Florida, USA

    Panos Pardalos

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© 2004 Kluwer Academic Publishers

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Audet, C., Hansen, P., Le Digabel, S. (2004). Exact solution of three nonconvex quadratic programming problems. In: Floudas, C.A., Pardalos, P. (eds) Frontiers in Global Optimization. Nonconvex Optimization and Its Applications, vol 74. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-0251-3_2

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  • DOI: https://doi.org/10.1007/978-1-4613-0251-3_2

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-7961-4

  • Online ISBN: 978-1-4613-0251-3

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