Abstract
A method is presented for the construction of test problems for which the global minimum point is known.
Given a bounded convex polyhedron inR n, and a selected vertex, a concave quadratic function is constructed which attains its global minimum at the selected vertex. In general, this function will also have many other local minima.
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References
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This research was supported in part by NSF Grant MCS 81-01214.
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Sung, Y.Y., Rosen, J.B. Global minimum test problem construction. Mathematical Programming 24, 353–355 (1982). https://doi.org/10.1007/BF01585116
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DOI: https://doi.org/10.1007/BF01585116