A DECOMPOSITION ALGORITHM FOR QUADRATIC PROGRAMMING,

Abstract

This paper presented one possible approach to solving a convex quadratic programming problem where the number of constraints is large, but of a special structure. In a problem with a large number of constraints a direct approach may be impossible since the size of the initial basis matrix would cause difficulty in determining its inverse. While in the present algorithm the dimensionality may increase one may always obtain, at worst, approximate solutions. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 25, 1964
Accession Number
AD0602459

Entities

People

  • Andrew Whinston

Organizations

  • Yale University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Decomposition
  • Evolutionary Algorithms
  • Heuristic Methods
  • Mathematics
  • Quadratic Programming

Readers

  • Operations Research