Simplicial methods for quadratic programming
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Cited in
(9)- Quadratic programming problems and related linear complementarity problems
- Finiteness of the quadratic primal simplex method when \(\mathbf s\)-monotone index selection rules are applied
- Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
- Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
- Minimum energy problem for discrete linear admissible control systems
- Direct algorithms in quadratic programming
- An equivalence between two algorithms for general quadratic programming
- A numerically stable dual method for solving strictly convex quadratic programs
- On the number of pivots of Dantzig's simplex methods for linear and convex quadratic programs
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