Solution of Definite Quadratic Programming Problems
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Author
Shubert, Gregory Donald
Abstract
A algorithm for solving the definite quadratic programming problem is presented. An implementation of this algorithm in FORTRAN is discussed. Numerical tests of this algorithm and a similar one not using the positive definiteness property show the former to be more stable. This algorithm is paarticularly suited for numerical methods for solving general nonlinear programming problems or minimax problems.
Date Issued
1978-05
Publisher
Cornell University
Keywords
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR78-341
Type
technical report