Accession Number:

ADA010733

Title:

Quadratic Programming Using Generalized Inverses.

Descriptive Note:

Final rept. Jan 74-May 75,

Corporate Author:

AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OHIO

Personal Author(s):

• Shankland,Donn G.

Report Date:

1975-05-01

Pagination or Media Count:

45.0

Abstract:

A method is presented for computing the optimum value of a quadratic functional subject to linear inequalities, which rapidly ascertains which, if any, of the inequalities are binding at the optimum point. The method resembles that of H. Theil and C. Van de Panne, but no combinatorial analysis needs be performed to isolate the binding constraints. All violated constraints are imposed as equalities, and those with positive Lagrangian multipliers are retained. Contradictory equalities are automatically resolved by the use of the generalized inverse. The method appears most useful in systems with large numbers of variables and constraints.

Descriptors:

• *QUADRATIC PROGRAMMING
• COMPUTER PROGRAMS
• ALGORITHMS
• MATRICES(MATHEMATICS)
• NONLINEAR PROGRAMMING
• LAGRANGIAN FUNCTIONS
• INEQUALITIES

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE