Solving Quadratic Programs by an Exact Penalty Function.
Abstract
In this paper we study a gradient projection method for quadratic programs that does not require the generated points to be feasible and can avoid the computation of a feasible starting point. This is done by using an exact penalty function in the line-search. It is shown that the method can produce from any starting point a solution in a finite number of iterations. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1981
- Accession Number
- ADA099368
Entities
People
- Shih-ping Han
Organizations
- University of Wisconsin–Madison