On the numerical realization of the exact penalty method for quadratic programming algorithms

On the numerical realization of the exact penalty method for quadratic programming algorithms

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Article ID: iaor1992725
Country: Netherlands
Volume: 46
Issue: 3
Start Page Number: 404
End Page Number: 408
Publication Date: Jun 1990
Journal: European Journal of Operational Research
Authors:
Abstract:

Optimization problems with quadratic nonconvex objective functions and linear inequalities are considered. An active constraint strategy is used to define a sequence of equality constrained problems. Under discussion is how the subproblems can be solved efficiently.

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