A Dual Method for Solving General Convex Quadratic Programs

Main Authors: Belkacem Brahmi, Mohand Ouamer Bibi
Format: Article Journal
Bahasa: eng
Terbitan: , 2009
Subjects:
Online Access: https://zenodo.org/record/1071882
Daftar Isi:
  • In this paper, we present a new method for solving quadratic programming problems, not strictly convex. Constraints of the problem are linear equalities and inequalities, with bounded variables. The suggested method combines the active-set strategies and support methods. The algorithm of the method and numerical experiments are presented, while comparing our approach with the active set method on randomly generated problems.