A quadratic programming algorithm

A quadratic programming algorithm

0.00 Avg rating0 Votes
Article ID: iaor1988319
Country: Germany
Volume: 32
Start Page Number: 271
End Page Number: 297
Publication Date: Nov 1988
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: ,
Abstract:

By using conjugate directions a method for solving convex quadratic programming problems is developed. The algorithm generates a sequence of feasible solutions and terminates after a finite number of iterations. Extensions of the algorithm for nonconvex and large structured quadratic programming problems are discussed.

Reviews

Required fields are marked *. Your email address will not be published.