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IMI/Publicaţii/CSJM/Ediţii/CSJM v.5, n.2 (14), 1997/

An Algorithm for Solving Quadratic Programming Problems

Authors: V. Moraru
Keywords: Quadratic programming, optimization, active constraints.

Abstract

Herein is investigated the method of solution of quadratic programming problems. The algorithm is based on the effective selection of constraints. Quadratic programming with constraints-equalities are solved with the help of an algorithm, so that matrix inversion is avoided, because of the more convenient organization of the Calculus. Optimal solution is determined in a finite number of iterations. It is discussed the extension of the algorithm over solving quadratic non-convex programming problems.

V.Moraru,
Department of Computing Mathematics
and Programming,
Technical University of Moldova,
168, Bd. Stefan cel Mare,
2012 Kishinev, Moldova



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