Description Usage Arguments Details Value Author(s) References Examples
Generates a non-separable random quadratic program of the specified type.
1 |
n |
The random problem generated will have n variables and m = 3n/2 constraints. Must be an even number. |
type |
Specifies the curvature of the objective function. |
The algorithm is based on Calamai, Vicente, and Judice (1993). It generates a random quadratic program with the following form
\min_x \frac{1}{2} x^T G x + x^T g
Ax ≥q b
G |
The quadratic component of the objective function. Must be symmetric. |
g |
The linear component of the objective function |
A |
The constraints coefficient matrix. This matrix has $n$ rows and $m$ columns. |
b |
The vector with the lower bounds on the constraints. |
opt |
An approximate expected value at the optimum solutions. |
solutions |
A list containing all of the global solutions to the problem. |
Andrea Giusto
“A new technique for generating quadratic programming test problems,” Calamai P.H., L.N. Vicente, and J.J. Judice, Mathematical Programming 61 (1993), pp. 215-231.
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