Solving Quadratic Programs by an Exact Penalty Function.
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WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
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In this paper we study a gradient projection method for quadratic programs that does not require the generated points to be feasible and can avoid the computation of a feasible starting point. This is done by using an exact penalty function in the line-search. It is shown that the method can produce from any starting point a solution in a finite number of iterations. Author
- Theoretical Mathematics