General Quadratic Programming

General Quadratic Programming

Active / Technical Report | Accession Number: AD0740334 |

Abstract:

An algorithm is presented for the general not necessarily convex or concave quadratic programming problem over a linearly constrained set. The algorithm is finitely convergent and makes use of a convex quadratic programming method as a subroutine like the quadratic simplex for instance. The basic tool for this method is a facial decomposition for polyhedral sets.

Author(s):

Burdet, Claude-alain

Author Organization(s):

CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP

Descriptive Note:

Research rept.

Pagination:

0033

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:

Approved For Public Release, Document Partially Illegible

Distribution Statement:

Approved For Public Release; Distribution Is Unlimited. Document Partially Illegible.

RECORD

Collection: TR

Identifying Numbers

Report Number(s):

RR-272

Contract/Grant Number(s):

N00014-67-A-0314-0007

Project Number(s):

NR-047-048

Monitor Series:

ONR

Subject Terms

Joint Capability Areas:

JCA_1.2.3_Educating

Communities of Interest:

Air Platforms

Descriptor(s):

*QUADRATIC PROGRAMMING, ALGORITHMS, CONVERGENCE, SIMPLEX METHOD, CONVEX SETS, OPTIMIZATION

Field(s)/Group(s):

Operations Research

Keyword(s):

CONSTRAINTS, DECOMPOSITION METHOD

Report Date:

1971 Nov 01