AN ALGORITHM FOR SINGULAR QUARATIC PROGRAMMING
WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
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Research is presented on an algorithm for quadratic programming when the matrix of the quadratic part of the maxim and is semi-definite. When m is the number of linear inequality constraints the algorithm leads to a simplex tableau of order m x 2m. In one section an algorithm is given which is valid when the matrix of the quadratic part is strictly definitive. The second section deals with linear programming, which is considered as a quadratic programming problem with a zero matrix for the quadratic part of the maximand. It is an introduction to the third section, which deals with singular quadratic programming. The algorithm solves explicitly for the dual problem as well.
- Operations Research