A numerical method for the solution of parametric convex quadratic programs

A numerical method for the solution of parametric convex quadratic programs

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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:
Keywords: programming: parametric
Abstract:

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.

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