Article ID: | iaor2009692 |
Country: | Netherlands |
Volume: | 36 |
Issue: | 1 |
Start Page Number: | 67 |
End Page Number: | 70 |
Publication Date: | Jan 2008 |
Journal: | Operations Research Letters |
Authors: | Wright Stephen E. |
Given an optimal solution for a convex quadratic programming (QP) problem, the optimal partition of the QP can be computed by solving a pair of linear or QP problems for which nearly optimal solutions are known.