Identifying the optimal partition in convex quadratic programming

✍ Scribed by Stephen E. Wright

• Book ID: 104076382
• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 131 KB
• Volume: 36
• Category: Article
• ISSN: 0167-6377
• DOI: 10.1016/j.orl.2007.02.010

✦ Synopsis

Given an optimal solution for a convex quadratic programming (QP) problem, the optimal partition of the QP can be computed by solving a pair of linear or QP problems for which nearly optimal solutions are known.