Practical Error Bounds for a Class of Quadratic Programming Problems

Abstract

Error bounds are developed for a class of quadratic programming problems. The absolute error between an approximate feasible solution, generated via a dual formulation, and the true optimal solution is measured. Furthermore, these error bounds involve considerably less work computationally than existing estimates.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1991
Accession Number
ADA243249

Entities

People

  • Abraham Charnes
  • J. Semple

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Business Administration
  • Computer Programming
  • Convex Programming
  • Evolutionary Algorithms
  • Inequalities
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Nonlinear Programming
  • Numbers
  • Operations Research
  • Optimization
  • Quadratic Programming
  • Security
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.