Solution of Definite Quadratic Programming Problems
Shubert, Gregory Donald
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.
computer science; technical report
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