A Decomposition Procedure for Convex Quadratic Programs,

Abstract

This paper deals with the solution of convex quadratic programs by iteratively solving a master problem and a subproblem as proposed previously by Sacher. The approach has the advantage that the subproblems are linear programs so that existing schemes for solving large problems can be taken advantage of. This paper gives a closed form solution to the master problem so that the procedure is well suited for solving large quadratic programs and can take advantage of the constraint structure. (Author).

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1985
Accession Number
ADA151732

Entities

People

  • C. M. Shetty
  • M. B. Daya

Organizations

  • Georgia Tech

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Convex Programming
  • Decomposition
  • Engineering
  • Evolutionary Algorithms
  • Industrial Engineering
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Quadratic Programming
  • Systems Engineering

Readers

  • Operations Research