Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure
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Publication:4202585
DOI10.1287/ijoc.5.2.182zbMath0777.90038WikidataQ60140239 ScholiaQ60140239MaRDI QIDQ4202585
John M. Mulvey, David F. Shanno, Irvin J. Lustig, Tamra J. Carpenter
Publication date: 12 October 1993
Published in: ORSA Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.5.2.182
convex separable quadratic objectives; linearly constrained convex separable nonlinear programs; primal-dual interior point procedure
90C25: Convex programming
90C20: Quadratic programming
90-08: Computational methods for problems pertaining to operations research and mathematical programming
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