Algorithmic Equivalence in Quadratic Programming I. A Least-Distance Programming Problem.
Abstract
It is demonstrated that Wolfe's algorithm for finding the point of smallest Euclidean norm in a given convex polytope generates the same sequence of feasible points as does the van de Panne-Whinston symmetric algorithm applied to the associated quadratic programming problem. Furthermore, it is shown how the latter algorithm may be simplified for application to problems of this type. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1976
- Accession Number
- ADA044959
Entities
People
- Arthur Djang
- Richard Cottle
Organizations
- Stanford University