Abstract

In this paper, we give in section (1) compact description of the algorithm for solving general quadratic programming problems (that is, obtaining a local minimum of a quadratic function subject to inequality constraints) is presented. In section (2), we give practical application of the algorithm, we also discuss the computation work and performing by the algorithm and try to achieve efficiency and stability as possible as we can. In section (3), we show how to update the QR-factors of , when the tableau is complementary ,we give updating to the LDLT-Factors of . In section (4) we are not going to describe a fully detailed method of obtaining an initial feasible point, since linear programming literature is full of such techniques.

Highlights

  • Practical Application of the Algorithm we give the detailed outlines of the algorithm ofThe algorithm presented above represents a general outline of a indefinite quadratic programming problems

  • It references to the method for solving indefinite quadratic programming problems rather numbers of some equations and conditions appeared in the following than an exact definition of a computer implementation

  • Equations [1-8]: we discuss the computational work performed by the algorithm, and min λ(K) i i∈η

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Summary

Practical Application of the Algorithm

The algorithm presented above represents a general outline of a indefinite quadratic programming problems. It references to the method for solving indefinite quadratic programming problems rather numbers of some equations and conditions appeared in the following than an exact definition of a computer implementation. Equations [1-8]: we discuss the computational work performed by the algorithm, and min λ(K) i i∈η (1) twrye ftoollaocwh,iewviethefsfliicgihent cmyoadnidficsattaiboinlist,ythase pwoosrskibolfeGasillwaencdaMn.uIrnradyowinhgicsho and has been applied to active set methods since mid-seventies until now. In the case when (2) G is positive (semi definite) the active set methods are considered to be equivalent, [20], pointed out. There he gave a detailed description of that equivalence.

Pr q
In the first case the factors of
So we obtain
So that increase the number of rows of
The factors
Finding an Initial Feasible Point
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