An algorithm for solving quadratic programming problems with linear equality and inequality constraints.

zbMATH Open1114.90450MaRDI QIDQ1395249FDOQ1395249

Authors: O. I. Kostyukova, E. A. Kostina 

Publication date: 1 July 2003

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

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zbMATH Keywords

algorithmdescentoptimal solutionmethodactive set strategyquadratic programming problemsiteration step

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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