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: | Ritter K., Best M.J. |
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.