Title: The Simplex Method for Quadratic Programming
Abstract:A computational procedure is given for finding the minimum of a quadratic function of variables subject to linear inequality constraints.The procedure is analogous to the Simplex Method for linear pro...A computational procedure is given for finding the minimum of a quadratic function of variables subject to linear inequality constraints.The procedure is analogous to the Simplex Method for linear programming, being based on the Barankin-Dorfman procedure for this problem.Read More