An algorithm for solving quadratic programming problems with linear equality and inequality constraints. (Q1395249)
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English | An algorithm for solving quadratic programming problems with linear equality and inequality constraints. |
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An algorithm for solving quadratic programming problems with linear equality and inequality constraints. (English)
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1 July 2003
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In the present paper the authors study the general quadratic programming problem with equality and inequality constraints. The interest in such problems is explained by many reasons. An algorithm based on the principle of decreasing a suboptimality estimate and the active set strategy is proposed. Results of computational experiments are discussed.
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quadratic programming problems
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algorithm
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descent
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iteration step
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method
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active set strategy
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optimal solution
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