Group for Research in Decision Analysis


Remarks on Solutions to a Nonconvex Quadratic Programming Test Problem

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A recent paper of Tuy and Hoai-Phuong published in JOGO (2007) 37:557--569 observes that there are errors in the reformulation of a signomial geometric program as a nonconvex quadratic program in a paper of Audet, Hansen, Jaumard and Savard published in Mathematical Programming, Ser. A (2000) 87:131--152. The purpose of the present note is to show that Tuy and Hoai-Phuong's interpretation of the origin and consequences of these errors is incorrect: they are not cumulation of termwise approximation errors. The errors are simply typographical.

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