General Quadratic Programming
Abstract
An algorithm is presented for the general (not necessarily convex or concave) quadratic programming problem over a linearly constrained set. The algorithm is finitely convergent and makes use of a convex quadratic programming method as a subroutine (like the quadratic simplex for instance). The basic tool for this method is a facial decomposition for polyhedral sets.
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1971
- Accession Number
- AD0740334
Entities
People
- Claude-alain Burdet
Organizations
- Carnegie Mellon University