An algorithm for solving quadratic programming problems with linear equality and inequality constraints.

zbMath1114.90450MaRDI QIDQ1395249

O. I. Kostyukova, Ekaterina Kostina

Publication date: 1 July 2003

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

algorithmoptimal solutiondescentmethodactive set strategyquadratic programming problemsiteration step

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

Related Items (4)

Primal-dual method for solving a linear-quadratic multi-input optimal control problem ⋮ A two-phase support method for solving linear programs: numerical experiments ⋮ A hybrid direction algorithm for solving optimal control problems ⋮ Adaptive global algorithm for solving box-constrained non-convex quadratic minimization problems

This page was built for publication: An algorithm for solving quadratic programming problems with linear equality and inequality constraints.