Remarks on Solutions to a Nonconvex Quadratic Programming Test Problem
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Bibliographic record
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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