Group for Research in Decision Analysis


Exact Solution of Three Nonconvex Quadratic Programming Problems

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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. Finally, we show how it can be used to find the largest small octagon, a mathematical problem from geometry.

, 20 pages