A Simplex-Type Algorithm for Linear and Quadratic Programming--A Parametric Procedure

A computational procedure based on the results of Barankin and Dorfman [1], for minimising a convex quadratic function subject to linear constraints is developed. The applicability of the proposed procedure for linear programming problems is indicated.

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Veröffentlicht in:Econometrica Jg. 34; H. 2; S. 460 - 471
1. Verfasser: Jagannathan, R.
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Menasha, Wis The Econometric Society 01.04.1966
George Banta Pub. Co. for the Econometric Society
Schlagworte:
Algorithms
Economic research
Linear programming
Mathematical vectors
Matrices
Optimal solutions
Polyhedrons
Quadratic programming
Tableaux
Zero vectors
ISSN:0012-9682, 1468-0262
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Abstract A computational procedure based on the results of Barankin and Dorfman [1], for minimising a convex quadratic function subject to linear constraints is developed. The applicability of the proposed procedure for linear programming problems is indicated.
AbstractList A computational procedure based on the results of Barankin and Dorfman [1], for minimising a convex quadratic function subject to linear constraints is developed. The applicability of the proposed procedure for linear programming problems is indicated.
Author Jagannathan, R.
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George Banta Pub. Co. for the Econometric Society
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SubjectTerms Algorithms
Economic research
Linear programming
Mathematical vectors
Matrices
Optimal solutions
Polyhedrons
Quadratic programming
Tableaux
Zero vectors
Title A Simplex-Type Algorithm for Linear and Quadratic Programming--A Parametric Procedure
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