A Quadratic Programming Algorithm.
Abstract
By using conjugate directions a method for solving convex quadratic programming problems is developed. The algorithm generates a sequence of feasible solutions and terminates after a finite number of iterations. Extensions of the algorithm for nonconvex and large structured quadratic programming problems is discussed. Keywords include: Quadratic programming, optimization, conjugate directions, decomposition.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1984
- Accession Number
- ADA153476
Entities
People
- K. Ritter
- M. J. Best
Organizations
- University of Wisconsin–Madison