publication . Other literature type . Article . 1959

THE SIMPLEX METHOD FOR QUADRATIC PROGRAMMING

Name: THE SIMPLEX METHOD FOR QUADRATIC PROGRAMMING
Creator: Philip Wolfe
Keywords: Economics and Econometrics

Philip Wolfe;

Open Access

Published: 01 Jul 1959

Publisher: JSTOR

Summary

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.

doi: 10.2307/1909468 , 10.2307/1905320

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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