Article ID: | iaor19901128 |
Country: | Japan |
Volume: | 25 |
Issue: | 1 |
Start Page Number: | 89 |
End Page Number: | 102 |
Publication Date: | Sep 1989 |
Journal: | Science University of Tokyo Journal of Mathematics |
Authors: | Takahashi Satoru |
Keywords: | programming: parametric |
This study is devoted to develop a useful algorithm for solving the positive definite quadratic programming with a one-parameterized linear constraint, which is naturally an extension of the algorithm of Goldfarb and Idnani for non-parameterized ones. The slight modification of this method can be applied to solve a problem which cannot be solved by standard direct methods.