AN ALGORITHM FOR SINGULAR QUARATIC PROGRAMMING

Abstract

Research is presented on an algorithm for quadratic programming when the matrix of the quadratic part of the maxim and is semi-definite. When m is the number of linear inequality constraints the algorithm leads to a simplex tableau of order m x 2m. In one section an algorithm is given which is valid when the matrix of the quadratic part is strictly definitive. The second section deals with linear programming, which is considered as a quadratic programming problem with a zero matrix for the quadratic part of the maximand. It is an introduction to the third section, which deals with singular quadratic programming. The algorithm solves explicitly for the dual problem as well.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1962
Accession Number
AD0295710

Entities

People

  • J. C. Boot

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Continents
  • Contracts
  • Evolutionary Algorithms
  • Geographic Regions
  • Government Procurement
  • Governments
  • Inequalities
  • Linear Programming
  • Mathematics
  • Quadratic Programming
  • Switches
  • Switching
  • United States
  • Wisconsin

Fields of Study

  • Mathematics

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  • Operations Research