An Algorithm for Solving Indefinite Quadratic Programming Problems
Year: 2018
Type: article
Abstract: In this paper, we give in section (1) compact description of the algorithm for solving general quadratic programming problems (that is, obtaining a local minimum of a quadratic function subject to inequality constraints) is presented. In section (2), we give practical application of the algorithm, we also discuss the computation work and performing by the algorithm and try to achieve efficiency and stability as possible as we can. In section (3), we show how to update the QR-factors of , when the tableau is complementary ,we give updating to the LDLT-Factors of . In section (4) we are not going to describe a fully detailed method of obtaining an initial feasible point, since linear programming literature is full of such techniques.
Author: Siddieg AMAEl
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: diamond
OpenAlex ID: W2788953826