Equivalence of Some Quadratic Programming Algorithms
Author : Michael J. Best
Publisher :
Page : 28 pages
File Size : 34,11 MB
Release : 1982
Category : Algorithms
ISBN :
Author : Michael J. Best
Publisher :
Page : 28 pages
File Size : 34,11 MB
Release : 1982
Category : Algorithms
ISBN :
Author : Jong-Shi Pang
Publisher :
Page : 28 pages
File Size : 45,8 MB
Release : 1979
Category : Algorithms
ISBN :
In this paper, we demonstrate that the Van de Panne-Whinston symmetric simplex method when applied to a certain implicit formulation of a quadratic program generates the same sequence of primal feasible vectors as does the Von Hohenbalken simplicial decomposition algorithmsm specialized to the same program. Such an equivalence of the two algorithms extends earlier results for a least-distance program due to Cottle-Djang. (Author).
Author : Andrzej Stachurski
Publisher :
Page : pages
File Size : 45,76 MB
Release : 1988
Category :
ISBN : 9789516800557
Author : Zdenek Dostál
Publisher : Springer Science & Business Media
Page : 293 pages
File Size : 37,44 MB
Release : 2009-04-03
Category : Mathematics
ISBN : 0387848061
Quadratic programming (QP) is one advanced mathematical technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. This book presents recently developed algorithms for solving large QP problems and focuses on algorithms which are, in a sense optimal, i.e., they can solve important classes of problems at a cost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introduces modifications that improve its performance, and demonstrates these improvements through numerical experiments. This self-contained monograph can serve as an introductory text on quadratic programming for graduate students and researchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems, it can also be used as a convenient introduction to nonlinear programming.
Author : Herbert Fischer
Publisher : Springer Science & Business Media
Page : 371 pages
File Size : 37,2 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 3642997899
The authors of this Festschrift prepared these papers to honour and express their friendship to Klaus Ritter on the occasion of his sixtieth birthday. Be cause of Ritter's many friends and his international reputation among math ematicians, finding contributors was easy. In fact, constraints on the size of the book required us to limit the number of papers. Klaus Ritter has done important work in a variety of areas, especially in var ious applications of linear and nonlinear optimization and also in connection with statistics and parallel computing. For the latter we have to mention Rit ter's development of transputer workstation hardware. The wide scope of his research is reflected by the breadth of the contributions in this Festschrift. After several years of scientific research in the U.S., Klaus Ritter was ap pointed as full professor at the University of Stuttgart. Since then, his name has become inextricably connected with the regularly scheduled conferences on optimization in Oberwolfach. In 1981 he became full professor of Applied Mathematics and Mathematical Statistics at the Technical University of Mu nich. In addition to his university teaching duties, he has made the activity of applying mathematical methods to problems of industry to be centrally important.
Author : Stanford University. Department of Operations Research
Publisher :
Page : 74 pages
File Size : 20,96 MB
Release : 1976
Category :
ISBN :
It is demonstrated that Wolfe's algorithm for finding the point of smallest Euclidean norm in a given convex polytope generates the same sequence of feasible points as does the van de Panne-Whinston symmetric algorithm applied to the associated quadratic programming problem. Furthermore, it is shown how the latter algorithm may be simplified for application to problems of this type. (Author).
Author : Arthur Djang
Publisher :
Page : 412 pages
File Size : 39,89 MB
Release : 1979
Category : Algorithms
ISBN :
Author : Zdenek Dostál
Publisher : Springer
Page : 0 pages
File Size : 46,45 MB
Release : 2008-11-01
Category : Mathematics
ISBN : 9780387571447
Quadratic programming (QP) is one advanced mathematical technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. This book presents recently developed algorithms for solving large QP problems and focuses on algorithms which are, in a sense optimal, i.e., they can solve important classes of problems at a cost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introduces modifications that improve its performance, and demonstrates these improvements through numerical experiments. This self-contained monograph can serve as an introductory text on quadratic programming for graduate students and researchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems, it can also be used as a convenient introduction to nonlinear programming.
Author : Michael J. Best
Publisher : CRC Press
Page : 423 pages
File Size : 16,62 MB
Release : 2017-07-12
Category : Business & Economics
ISBN : 1351647202
Quadratic programming is a mathematical technique that allows for the optimization of a quadratic function in several variables. QP is a subset of Operations Research and is the next higher lever of sophistication than Linear Programming. It is a key mathematical tool in Portfolio Optimization and structural plasticity. This is useful in Civil Engineering as well as Statistics.
Author : Vasile Sima
Publisher : CRC Press
Page : 382 pages
File Size : 50,25 MB
Release : 2021-12-17
Category : Mathematics
ISBN : 1000105288
This textbook offers theoretical, algorithmic and computational guidelines for solving the most frequently encountered linear-quadratic optimization problems. It provides an overview of recent advances in control and systems theory, numerical line algebra, numerical optimization, scientific computations and software engineering.