The Simplex Method for Quadratic Programming

Cited in

(only showing first 100 items - show all)

Displacement analysis in elastic-plastic frames at plastic collapse
Interactive weight assessment in multiple attribute decision making
Layout of facilities with some fixed points
The hybrid algorithm for solving the three-level linear programming problem
A note on solving quadratic programs using mixed-integer programming
Quadratic programming problems and related linear complementarity problems
An extension of Karmarkar's projective algorithm for convex quadratic programming
A geometrie representation for pairs of dual quadratic or linear programs
Computer experiments on quadratic programming algorithms
Implementing the modified LH algorithm
Solution of projection problems over polytopes
A projection and contraction method for a class of linear complementarity problems and its application in convex quadratic programming
A solution to multiple linear regression problems with ordered attributes
On the removal of ill conditioning effects in the computation of optimal controls
Multilevel decomposition of nonlinear programming problems by dynamic programming
Optimization of a nonlinear dynamical system for global climate change
A diagnostic model for improving the efficiency of an existing portfolio
Simulated annealing for complex portfolio selection problems.
An energy-minimization framework for monotonic cubic spline interpolation
Application of the hypodifferential descent method to the problem of constructing an optimal control
On analyzing and detecting multiple optima of portfolio optimization
An open-source implementation of the critical-line algorithm for portfolio optimization
Finiteness of the quadratic primal simplex method when \(\mathbf s\)-monotone index selection rules are applied
On FGP approach to multiobjective quadratic fractional programming problem
Robust-based interactive portfolio selection problems with an uncertainty set of returns
Maximin efficiency-robust tests and some extensions
Finding normal solutions in piecewise linear programming
Iterative schemes for the least 2-norm solution of piecewise linear programs
A method of Euclidean centers
Maximizing recyclable materials and user utility in waste collection: a linear-quadratic bilevel optimization approach
Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
Application of the subdifferential descent method to a classical nonsmooth variational problem
On a primal-dual Newton proximal method for convex quadratic programs
New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming
The quasidifferential descent method in a control problem with nonsmooth objective functional
Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
Solving quadratic programs to high precision using scaled iterative refinement
Open-loop control of a plant described by a system with nonsmooth right-hand side
Reconstruction of uncertain historical evolution of the polysyllablization of Chinese lexis
Bilevel linear programming
Complementary pivot theory of mathematical programming
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 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
The subdifferential descent method in a nonsmooth variational problem
Dual support method for solving convex quadratic programs
The range of the efficient frontier in multiple objective linear programming
An exposition of the (linear) complementarity problem
On maximum likelihood estimation of the center of a centrally symmetric convex domain
A new solver for the elastic normal contact problem using conjugate gradients, deflation, and an FFT-based preconditioner
A new media optimizer based on the mean-variance model
Implementation of a subgradient projection algorithm
An economic equilibrium model on a multicommodity network
A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection
Ein Verfahren zur Lösung parameterabhängiger, nichtlinearer Maximum-Probleme
scientific article; zbMATH DE number 3181654 (Why is no real title available?)
Optimization of electrical circuits
One way to solve the parametric quadratic programming problem
Mixed-integer quadratic programming
A Polynomial Method of Weighted Centers for Convex Quadratic Programming
On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft
scientific article; zbMATH DE number 3496912 (Why is no real title available?)
scientific article; zbMATH DE number 3524293 (Why is no real title available?)
Large-scale linearly constrained optimization
Some generalizations of the criss-cross method for quadratic programming
Complexity results for the gap inequalities for the max-cut problem
qpOASES: a parametric active-set algorithm for~quadratic programming
Exterior point simplex-type algorithms for linear and network optimization problems
Efficient algorithms for solving nonlinear fractional programming problems
An algorithm for projecting onto simplicial cones
A new method to solve bi-level quadratic linear fractional programming problems
Product differentiation and operations strategy in a capacitated environment
Sensitivity analysis in convex quadratic optimization: invariant support set interval
A method for solving maximum-problems with a nonconcave quadratic objective function
THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS
Abgekürzte Verfahren beim quadratischen Programmieren
Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
On the rate of convergence of certain methods of centers
On optimal partial hedging in discrete markets
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
An efficient logarithmic barrier method without line search for convex quadratic programming
A stock selection strategy using fuzzy neural networks
A numerically stable dual method for solving strictly convex quadratic programs
Constraint exploration method for quadratic programming problem.
On the circle closest to a set of points
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
Extension of Wolfe method for solving quadratic programming with interval coefficients
Fast quadratic model predictive control based on sensitivity analysis and Wolfe method
Multi-class granular approximation by means of disjoint and adjacent fuzzy granules
The nearest point problem in a polyhedral set and its extensions
A sufficient and necessary parallelization fast method for testing linear separability of two sets
Dynamic asset allocation with asset-specific regime forecasts

This page was built for publication: The Simplex Method for Quadratic Programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3287702)