Finiteness of the quadratic primal simplex method when s-monotone index selection rules are applied

DOI10.1007/S10100-018-0523-1zbMATH Open1397.90289OpenAlexW2258720714MaRDI QIDQ1787922FDOQ1787922

Authors: Adrienn Csizmadia, Zsolt Csizmadia, Tibor Illés 

Publication date: 5 October 2018

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-018-0523-1

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zbMATH Keywords

quadratic programmingsimplex methodanti-cyclingcomplementary simplexquadratic simplex

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25)

Cites Work

• The Simplex Method for Quadratic Programming
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• Nonlinear Programming
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• A convergent criss-cross method
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• New variants of finite criss-cross pivot algorithms for linear programming
• New variants of the criss-cross method for linearly constrained convex quadratic programming
• The role of pivoting in proving some fundamental theorems of linear algebra
• Some generalizations of the criss-cross method for quadratic programming
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• The s-monotone index selection rule for criss-cross algorithms of linear complementarity problems
• Computational aspects of simplex and MBU-simplex algorithms using different anti-cycling pivot rules
• New criss-cross type algorithms for linear complementarity problems with sufficient matrices
• The Symmetric Formulation of the Simplex Method for Quadratic Programming
• A Parametric Simplicial Formulation of Houthakker's Capacity Method

Cited In (5)

• Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
• Editorial
• Editorial. CEJOR special issue of Croatian Operational Research Society
• Finiteness of the quadratic simplex method with the application of index selection rules
• Market exchange models and geometric programming

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