A General Quadratic Programming Algorithm
A General Quadratic Programming Algorithm
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DOI:
10.1093/imamat/7.1.76
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发表时间:
1971-02
影响因子:
1.2
通讯作者:
R. Fletcher
中科院分区:
文献类型:
--
作者:
R. Fletcher
An effective algorithm is presented for quadratic programming which is of general applicability, but which is not dependent upon the availability of a linear programming code for its implementation. It is an algorithm of exchange type, the exchanges being chosen so as to avoid the accumulation of error to as large an extent as possible.