A PARAMETRIC SIMPLICIAL FORMULATION OF HOUTHAKKER'S CAPACITY METHOD,

Abstract

The paper reformulates Houthakker's capacity method for quadratic programming in the framework of the Simplex and dual methods for quadratic programming, thereby greatly reducing the conceptual and computational complexities of the method. It is shown that the method is applicable for all convex quadratic programming problems, including the case of a semi-definite matrix of the quadratic form and that of constraints in equality form. The method reduces in the linear programming case to a parametric version of the dual method. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 13, 1964
Accession Number
AD0452705

Entities

People

  • Andrew Whinston
  • C. Van De Panne

Organizations

  • Yale University

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computational Complexity
  • Computer Programming
  • Interdisciplinary Science
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Operations Research
  • Quadratic Programming
  • Systems Science

Fields of Study

  • Mathematics

Readers

  • Operations Research