THE SIMPLEX METHOD FOR QUADRATIC PROGRAMMING
Abstract
A computational procedure is given for finding the minimum of a quadratic function of variables subject to linear inequality constraints. The procedure is analogous to the Simplex Method for linear programming, being based on the Barankin-Dorfman procedure for this problem.
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1959
- Accession Number
- AD0606274
Entities
People
- Philip Wolfe
Organizations
- RAND Corporation