A Simplex Algorithm for the Local Minimization of a Box-Constrained Concave Quadratic Program
In this work, we extend the simplex algorithm of linear programming for finding a local minimum of a concave quadratic function subject to box constraints. In order to test the performance of the proposed algorithm, we have developed an implementation with MATLAB. The simplex algorithm is tested on...
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| Vydáno v: | 2024 International Conference of the African Federation of Operational Research Societies (AFROS) s. 1 - 6 |
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03.11.2024
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| Abstract | In this work, we extend the simplex algorithm of linear programming for finding a local minimum of a concave quadratic function subject to box constraints. In order to test the performance of the proposed algorithm, we have developed an implementation with MATLAB. The simplex algorithm is tested on a set of 5 box-constrained QP test instances corresponding to a mathematical model arising a statistical physics application and 48 test problems taken from the CUTEr library. The obtained numerical results are very encouraging. Indeed, the local minimizer obtained with the simplex algorithm is global for the majority of the considered test problems. |
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| AbstractList | In this work, we extend the simplex algorithm of linear programming for finding a local minimum of a concave quadratic function subject to box constraints. In order to test the performance of the proposed algorithm, we have developed an implementation with MATLAB. The simplex algorithm is tested on a set of 5 box-constrained QP test instances corresponding to a mathematical model arising a statistical physics application and 48 test problems taken from the CUTEr library. The obtained numerical results are very encouraging. Indeed, the local minimizer obtained with the simplex algorithm is global for the majority of the considered test problems. |
| Author | Bentobache, Mohand Mokhtari, Abdelkader Telli, Mohamed |
| Author_xml | – sequence: 1 givenname: Mohand surname: Bentobache fullname: Bentobache, Mohand email: m.bentobache@lagh-univ.dz organization: LMPA, University of Laghouat LaMOS Research Unit, Modeling and Optimization of Systems University of Bejeia,Algeria – sequence: 2 givenname: Mohamed surname: Telli fullname: Telli, Mohamed email: mohamedtelli22@gmail.com organization: Higher Normal School of Laghouat, Laboratory of Pure and Applied Mathematics (LMPA), University of Laghouat,Algeria – sequence: 3 givenname: Abdelkader surname: Mokhtari fullname: Mokhtari, Abdelkader email: akadermokhtari@gmail.com organization: Laboratory of Pure and Applied Mathematics (LMPA), University of Laghouat,Department of Mathematics,Algeria |
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| Snippet | In this work, we extend the simplex algorithm of linear programming for finding a local minimum of a concave quadratic function subject to box constraints. In... |
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| SubjectTerms | Algorithms Box-constrained concave quadratic programming Computer languages Libraries Linear programming Local minimum Mathematical models MATLAB Minimization Numerical experiments Optimization Physics Quadratic programming Simplex algorithm |
| Title | A Simplex Algorithm for the Local Minimization of a Box-Constrained Concave Quadratic Program |
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