
Accession Number : AD0602459
Title : A DECOMPOSITION ALGORITHM FOR QUADRATIC PROGRAMMING,
Corporate Author : YALE UNIV NEW HAVEN CONN COWLES FOUNDATION FOR RESEARCH IN ECONOMICS
Personal Author(s) : Whinston,Andrew
Report Date : 25 JUN 1964
Pagination or Media Count : 27
Abstract : This paper presented one possible approach to solving a convex quadratic programming problem where the number of constraints is large, but of a special structure. In a problem with a large number of constraints a direct approach may be impossible since the size of the initial basis matrix would cause difficulty in determining its inverse. While in the present algorithm the dimensionality may increase one may always obtain, at worst, approximate solutions. (Author)
Descriptors : (*QUADRATIC PROGRAMMING, LINEAR PROGRAMMING), (*LINEAR PROGRAMMING, QUADRATIC PROGRAMMING), OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING, FUNCTIONS(MATHEMATICS), MATRICES(MATHEMATICS), CALCULUS OF VARIATIONS, EQUATIONS, DECISION THEORY, ECONOMICS
Distribution Statement : APPROVED FOR PUBLIC RELEASE