The Symmetric Formulation of the Simplex Method for Quadratic Programming

DOI10.2307/1912797zbMATH Open0183.49004OpenAlexW2023859620MaRDI QIDQ5575232FDOQ5575232

Authors: Andrew B. Whinston, C. van de Panne 

Publication date: 1969

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912797

zbMATH Keywords

operations research

Cited In (13)

• Least-index resolution of degeneracy in quadratic programming
• The general quadratic optimization problem
• An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis
• An equivalence between two algorithms for quadratic programming
• On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft
• Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
• A strictly improving linear programming Phase I algorithm
• Some generalizations of the criss-cross method for quadratic programming
• Finiteness of the quadratic primal simplex method when \(\mathbf s\)-monotone index selection rules are applied
• A unified approach to one-parametric general quadratic programming
• Algorithmic equivalence in quadratic programming. I. A least-distance programming problem
• Some generalizations of the criss-cross method for the linear complementarity problem of oriented matroids
• Equivalence of some quadratic programming algorithms

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