Some NP-complete Problems in Quadratic and Nonlinear Programming

Some NP-complete Problems in Quadratic and Nonlinear Programming

June 1985 | Katta G. Murty, Santosh N. Kabadi
This paper by Katta G. Murty and Santosh N. Kabadi analyzes the computational complexity of two specific problems in continuous, smooth, nonconvex nonlinear programming (NLP): checking if a given feasible solution is not a local minimum and checking if the objective function is not bounded below on the set of feasible solutions. They construct a special instance, an indefinite quadratic programming problem with integer data, and show that these problems are NP-complete. As a corollary, they also prove that the problem of checking if a given integer square matrix is not copositive is NP-complete. The authors discuss the implications of these results for the practicality of algorithms in nonconvex NLP, highlighting that verifying whether a given feasible solution is a local minimum or whether the objective function is bounded below can be computationally intensive. They provide examples, such as Fermat's Last Conjecture and the subset-sum problem, to illustrate the hardness of these problems. The paper concludes by discussing the goals for algorithms in nonconvex NLP, suggesting that a suitable goal might be to find a descent sequence converging to a KKT point, which is a feasible solution satisfying first-order necessary conditions for a local minimum.This paper by Katta G. Murty and Santosh N. Kabadi analyzes the computational complexity of two specific problems in continuous, smooth, nonconvex nonlinear programming (NLP): checking if a given feasible solution is not a local minimum and checking if the objective function is not bounded below on the set of feasible solutions. They construct a special instance, an indefinite quadratic programming problem with integer data, and show that these problems are NP-complete. As a corollary, they also prove that the problem of checking if a given integer square matrix is not copositive is NP-complete. The authors discuss the implications of these results for the practicality of algorithms in nonconvex NLP, highlighting that verifying whether a given feasible solution is a local minimum or whether the objective function is bounded below can be computationally intensive. They provide examples, such as Fermat's Last Conjecture and the subset-sum problem, to illustrate the hardness of these problems. The paper concludes by discussing the goals for algorithms in nonconvex NLP, suggesting that a suitable goal might be to find a descent sequence converging to a KKT point, which is a feasible solution satisfying first-order necessary conditions for a local minimum.
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