A decomposition algorithm for quadratic programming
β Scribed by Richard S. Sacher
- Publisher
- Springer-Verlag
- Year
- 1980
- Tongue
- English
- Weight
- 696 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0025-5610
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π SIMILAR VOLUMES
We present a new finite algorithm for quadratic programming. Our algorithm is based on the solution procedures of linear programming (pivoting, Bland's rule, Hungarian Methods, criss-cross method), however this method does not require the enlargement of the basic tableau as Frank-Wolfe method does.
Pr in c e t o n Un i v e r s i t y A finite iteration method for calculating the solution of quadratic Extensions to m o r e general nonprogramming problems is described.r linear Droblems a r e suggested.
This paper describes a decomposition method for large structured quadratic maximization problems. The method can be applied to problems which contain coupling constraints or coupling variables occurring in the objective function.