Generalization of Murty's direct algorithm to linear and convex quadratic programming (Q1106739): Difference between revisions
From MaRDI portal
Latest revision as of 18:24, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalization of Murty's direct algorithm to linear and convex quadratic programming |
scientific article |
Statements
Generalization of Murty's direct algorithm to linear and convex quadratic programming (English)
0 references
1989
0 references
Murty's algorithm for the linear complementarity problem is generalized to solve the optimality conditions for linear and convex quadratic programming problems with both equality and inequality constraints. An implementation is suggested which provides both efficiency and tight error control. Numerical experiments as well as field tests in various applications show favorable results.
0 references
Murty's algorithm
0 references
optimality conditions
0 references
convex quadratic programming
0 references
equality and inequality constraints
0 references
error control
0 references
