publication . Other literature type . Article . 1959

THE SIMPLEX METHOD FOR QUADRATIC PROGRAMMING

Philip Wolfe;
Open Access
  • Published: 01 Jul 1959
  • Publisher: JSTOR
Abstract
Abstract : A computational procedure is given for finding the minimum of a quadratic function of variables subject to linear inequality constraints. The procedure is analogous to the Simplex Method for linear programming, being based on the Barankin-Dorfman procedure for this problem.
Subjects
ACM Computing Classification System: MathematicsofComputing_NUMERICALANALYSIS
free text keywords: Economics and Econometrics, Linear-fractional programming, Criss-cross algorithm, Linear programming, Mathematical optimization, Mathematics, Revised simplex method, Active set method, Quadratically constrained quadratic program, Big M method, Quadratic programming
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