Accession Number:

ADA151732

Title:

A Decomposition Procedure for Convex Quadratic Programs,

Descriptive Note:

Corporate Author:

GEORGIA INST OF TECH ATLANTA PRODUCTION AND DISTRIBUTION RESEARCH CENTER

Personal Author(s):

• Shetty,C. M.
• Daya,M. B.

Report Date:

1985-01-01

Pagination or Media Count:

13.0

Abstract:

This paper deals with the solution of convex quadratic programs by iteratively solving a master problem and a subproblem as proposed previously by Sacher. The approach has the advantage that the subproblems are linear programs so that existing schemes for solving large problems can be taken advantage of. This paper gives a closed form solution to the master problem so that the procedure is well suited for solving large quadratic programs and can take advantage of the constraint structure. Author.

Descriptors:

• *QUADRATIC PROGRAMMING
• *ITERATIONS
• LINEAR PROGRAMMING
• PROBLEM SOLVING
• NUMERICAL METHODS AND PROCEDURES
• DECOMPOSITION

Subject Categories:

• Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE