New variants of the criss-cross method for linearly constrained convex quadratic programming

DOI10.1016/j.ejor.2003.08.008zbMath1106.90056OpenAlexW1988949476MaRDI QIDQ1877024

László Balogh, Tibor Illés, Arif A. Akkeleş

Publication date: 16 August 2004

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2003.08.008

zbMATH Keywords

Criss-cross type algorithmsLinear complementarity problemsLinearly constrained convex quadratic optimization

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20)

Related Items

Exterior point simplex-type algorithms for linear and network optimization problems, Computational aspects of simplex and MBU-simplex algorithms using different anti-cycling pivot rules, The s-monotone index selection rule for criss-cross algorithms of linear complementarity problems, Finiteness of the quadratic primal simplex method when \(\mathbf s\)-monotone index selection rules are applied, New criss-cross type algorithms for linear complementarity problems with sufficient matrices

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