A Simplex Algorithm for the Local Minimization of a Box-Constrained Concave Quadratic Program

In this work, we extend the simplex algorithm of linear programming for finding a local minimum of a concave quadratic function subject to box constraints. In order to test the performance of the proposed algorithm, we have developed an implementation with MATLAB. The simplex algorithm is tested on...

Full description

Saved in:

Bibliographic Details
Published in:	2024 International Conference of the African Federation of Operational Research Societies (AFROS) pp. 1 - 6
Main Authors:	Bentobache, Mohand, Telli, Mohamed, Mokhtari, Abdelkader
Format:	Conference Proceeding
Language:	English
Published:	IEEE 03.11.2024
Subjects:	Algorithms Box-constrained concave quadratic programming Computer languages Libraries Linear programming Local minimum Mathematical models MATLAB Minimization Numerical experiments Optimization Physics Quadratic programming Simplex algorithm
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!