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
R. Fletcher
中科院分区:
数学4区
文献类型:
--
作者:
R. Fletcher

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提出了一种有效的二次规划算法,该算法具有普遍适用性,但不依赖于线性编程代码的实现。它是一种交换类型的算法,选择交换的方式是为了尽可能避免误差的累积。
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.