A numerical method for solving quadratic programming problems with quadratic penalties applied by stages (Q1571172)

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scientific article; zbMATH DE number 1472914
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A numerical method for solving quadratic programming problems with quadratic penalties applied by stages
scientific article; zbMATH DE number 1472914

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    A numerical method for solving quadratic programming problems with quadratic penalties applied by stages (English)
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    7 November 2002
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    The paper is devoted to a method of quadratic penalties applied by stages for solving quadratic programming problems. Recommendations concerning the choice of initial values and rules for changing them depending on the quality of the solution and on the corresponding execution time are presented. Results of the numerical solution of a transportation problem and its dual are discussed.
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    penalty function method
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    quadratic programming
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    numerical solution
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    transportation problem
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