The Simplex Method for Quadratic Programming
From MaRDI portal
Publication:3287702
DOI10.2307/1909468zbMath0103.37603OpenAlexW4236898819WikidataQ56814044 ScholiaQ56814044MaRDI QIDQ3287702
Publication date: 1959
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1909468
Related Items
An efficient logarithmic barrier method without line search for convex quadratic programming, On new variance approximations for linear models with inequality constraints, Revisiting degeneracy, strict feasibility, stability, in linear programming, A quadratic simplex algorithm for primal optimization over zero-one polytopes, A stock selection strategy using fuzzy neural networks, Constraint exploration method for quadratic programming problem., On the circle closest to a set of points, A diagnostic model for improving the efficiency of an existing portfolio, New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming, Unnamed Item, Layout of facilities with some fixed points, Bilevel linear programming, A Polynomial Method of Weighted Centers for Convex Quadratic Programming, Application of the hypodifferential descent method to the problem of constructing an optimal control, Maximin efficiency-robust tests and some extensions, The hybrid algorithm for solving the three-level linear programming problem, Finding normal solutions in piecewise linear programming, Iterative schemes for the least 2-norm solution of piecewise linear programs, Unnamed Item, A method of Euclidean centers, A new solver for the elastic normal contact problem using conjugate gradients, deflation, and an FFT-based preconditioner, A note on solving quadratic programs using mixed-integer programming, Efficient algorithms for solving nonlinear fractional programming problems, THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS, Quadratic programming problems and related linear complementarity problems, An extension of Karmarkar's projective algorithm for convex quadratic programming, Computing upper and lower bounds in interval decision trees, A geometrie representation for pairs of dual quadratic or linear programs, Three-dimensional modelling of geological surfaces using generalized interpolation with radial basis functions, Abgekürzte Verfahren beim quadratischen Programmieren, Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I), Some generalizations of the criss-cross method for quadratic programming, Simulated annealing for complex portfolio selection problems., On the rate of convergence of certain methods of centers, The subdifferential descent method in a nonsmooth variational problem, Computer experiments on quadratic programming algorithms, On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft, Complexity results for the gap inequalities for the max-cut problem, On analyzing and detecting multiple optima of portfolio optimization, Implementing the modified LH algorithm, Contact problem and numeric method of a planetary drive with small teeth number difference, A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection, qpOASES: a parametric active-set algorithm for~quadratic programming, The quasidifferential descent method in a control problem with nonsmooth objective functional, An open-source implementation of the critical-line algorithm for portfolio optimization, Exterior point simplex-type algorithms for linear and network optimization problems, Solution of projection problems over polytopes, Extension of Wolfe method for solving quadratic programming with interval coefficients, An algorithm for projecting onto simplicial cones, A projection and contraction method for a class of linear complementarity problems and its application in convex quadratic programming, Effect of addendum on contact strength, bending strength and basic performance parameters of a pair of spur gears, A numerically stable dual method for solving strictly convex quadratic programs, A solution to multiple linear regression problems with ordered attributes, The nearest point problem in a polyhedral set and its extensions, Product differentiation and operations strategy in a capacitated environment, OSQP: An Operator Splitting Solver for Quadratic Programs, Ein Verfahren zur Lösung parameterabhängiger, nichtlinearer Maximum-Probleme, The range of the efficient frontier in multiple objective linear programming, Reducing quadratic programming problem to regression problem: stepwise algorithm, On optimal partial hedging in discrete markets, On the removal of ill conditioning effects in the computation of optimal controls, Optimization of electrical circuits, An exposition of the (linear) complementarity problem, Dual support method for solving convex quadratic programs, A stochastic programming process model for investment planning, A robust nonparametric procedure to estimate response functions for binary choice models, Some generalizations of the criss-cross method for the linear complementarity problem of oriented matroids, Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra, Finiteness of the quadratic primal simplex method when \(\mathbf s\)-monotone index selection rules are applied, Large-scale linearly constrained optimization, On FGP approach to multiobjective quadratic fractional programming problem, Robust-based interactive portfolio selection problems with an uncertainty set of returns, Multilevel decomposition of nonlinear programming problems by dynamic programming, A new media optimizer based on the mean-variance model, Solving quadratic programs to high precision using scaled iterative refinement, Maximizing recyclable materials and user utility in waste collection: a linear-quadratic bilevel optimization approach, Sensitivity analysis in convex quadratic optimization: invariant support set interval, Complementary pivot theory of mathematical programming, Open-loop control of a plant described by a system with nonsmooth right-hand side, A fast algorithm for non-negativity model selection, The use of mathematica programming for solving singular and poorly conditioned systems of equations, A matrix structural theory of piecewise linear elastoplasticity with interacting yield planes, A method for approximate solutions of stationary creep problems, A combinatorial approach to convex quadratic programming, A polynomial algorithm for minimum quadratic cost flow problems, Technical note: Games with vector payoffs, Optimization of a nonlinear dynamical system for global climate change, One way to solve the parametric quadratic programming problem, A fast quadratic programming method for solving ill-conditioned systems of equations, A minimum principle for frictionless elastic contact with application to non-Hertzian half-space contact problems, A numerically stable form of the simplex algorithm, Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique, Implementation of a subgradient projection algorithm, Mixed-integer quadratic programming, Displacement analysis in elastic-plastic frames at plastic collapse, A New Method To Solve Bi-Level Quadratic Linear Fractional Programming Problems, Reconstruction of uncertain historical evolution of the polysyllablization of Chinese lexis, Implementations of special ordered sets in MP software, A method for solving maximum-problems with a nonconcave quadratic objective function, Interactive weight assessment in multiple attribute decision making, On maximum likelihood estimation of the center of a centrally symmetric convex domain, Application of the subdifferential descent method to a classical nonsmooth variational problem, Interior-point algorithms for global optimization, Unnamed Item, An economic equilibrium model on a multicommodity network, On a primal-dual Newton proximal method for convex quadratic programs, An energy-minimization framework for monotonic cubic spline interpolation
