A Proposed Technique for Solving Quasi-Concave Quadratic Programming Problems with Bounded Variables

Abstract

In this paper, a new method is proposed for finding an optimal solution to a Quasi-Concave Quadratic Programming Problem with Bounded Variables in which the objective function involves the product of two indefinite factorized linear functions and constraints functions are in the form of linear inequalities. The proposed method is mainly based upon the primal dual simplex method. The Linear Programming with Bounded Variables (LPBV) algorithm is extended to solve quasi-concave Quadratic Programming with Bounded Variables (QPBV). For developing this method, we use programming languageMATHEMATICA. We also illustrate numerical examples to demonstrate our method.