Accession Number : AD0452705

Title :   A PARAMETRIC SIMPLICIAL FORMULATION OF HOUTHAKKER'S CAPACITY METHOD,

Corporate Author : YALE UNIV NEW HAVEN CT COWLES FOUNDATION FOR RESEARCH IN ECONOMICS

Personal Author(s) : Panne, C. van de ; Whinston, Andrew

Report Date : 13 NOV 1964

Pagination or Media Count : 47

Abstract : The paper reformulates Houthakker's capacity method for quadratic programming in the framework of the Simplex and dual methods for quadratic programming, thereby greatly reducing the conceptual and computational complexities of the method. It is shown that the method is applicable for all convex quadratic programming problems, including the case of a semi-definite matrix of the quadratic form and that of constraints in equality form. The method reduces in the linear programming case to a parametric version of the dual method. (Author)

Descriptors :   *QUADRATIC PROGRAMMING, THEORY, MATHEMATICAL ANALYSIS, OPERATIONS RESEARCH, MATRICES(MATHEMATICS).

Distribution Statement : APPROVED FOR PUBLIC RELEASE