Accession Number:

ADA099368

Title:

Solving Quadratic Programs by an Exact Penalty Function.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1981-02-01

Pagination or Media Count:

35.0

Abstract:

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

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE