Generalization of Murty's direct algorithm to linear and convex quadratic programming (Q1106739): Difference between revisions
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Revision as of 03:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalization of Murty's direct algorithm to linear and convex quadratic programming |
scientific article |
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Generalization of Murty's direct algorithm to linear and convex quadratic programming (English)
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1989
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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.
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Murty's algorithm
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optimality conditions
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convex quadratic programming
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equality and inequality constraints
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error control
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