A NEW TECHNIQUE FOR GENERATING QUADRATIC-PROGRAMMING TEST PROBLEMS

This paper describes a new technique for generating convex, strictly c oncave and indefinite (bilinear or not) quadratic programming problems . These problems have a number of properties that make them useful for test purposes. For example, strictly concave quadratic problems with their global maximum in the interior of the feasible domain and with a n exponential number of local minima with distinct function values and indefinite and jointly constrained bilinear problems with nonextreme global minima, can be generated. Unlike most existing methods our cons truction technique does not require the solution of any subproblems or systems of equations. In addition, the authors know of no other techn ique for generating jointly constrained bilinear programming problems.