The SUBQ method in quadratic programming

• Autorzy: Grażyna Hille
• Języki publikacji: EN

Abstrakty

EN

Author's summary: "In linear programming the simple upper bound method (SUB in short) is well known. It is a modification of the simplex method which finds a minimum of the target function on an admissible set with some additional conditions of the form β≤x≤α imposed on x. "In this paper we present a method which solves the problem of minimization of a quadratic, convex target function on an admissible set defined by conditions of the form β≤x≤α. It is a modification of the C. E. Lemke algorithm [Management Sci. 8 (1961/62), 442–453; MR0148483] for problems of quadratic programming. Because of the special form of the conditions defining the admissible set this method is in a sense a counterpart of the SUB method in linear programming. Therefore we call the algorithm the SUBQ algorithm (the simple upper bound algorithm for quadratic programming). "In Section 2 we give a description of the method based mainly on a geometric interpretation. In Section 3 we present the algorithm and in Section 4 we give a proof of the convergence of the method.''

PL

.

Słowa kluczowe

EN

Quadratic programming

• Wydawca: Polish Mathematical Society
• Czasopismo: Mathematica Applicanda
• Rocznik: 1980
• Tom: 8
• Numer: 16

Daty

wydano

1980

online

1981-02-01

Twórcy

autor

Grażyna Hille

Identyfikatory

DOI

10.14708/ma.v8i16.1468