Geodesic
The SUBQ method in quadratic programming
Mathematica Applicanda, Tome 8 (1980) no. 16, pp. 39-52.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

Author's summary: "In linear programming the simple upper bound method (SUB in short) is well known. It is a modification of the simplex method which finds a minimum of the target function on an admissible set with some additional conditions of the form β≤x≤α imposed on x. "In this paper we present a method which solves the problem of minimization of a quadratic, convex target function on an admissible set defined by conditions of the form β≤x≤α. It is a modification of the C. E. Lemke algorithm [Management Sci. 8 (1961/62), 442–453; MR0148483] for problems of quadratic programming. Because of the special form of the conditions defining the admissible set this method is in a sense a counterpart of the SUB method in linear programming. Therefore we call the algorithm the SUBQ algorithm (the simple upper bound algorithm for quadratic programming). "In Section 2 we give a description of the method based mainly on a geometric interpretation. In Section 3 we present the algorithm and in Section 4 we give a proof of the convergence of the method.''
DOI : 10.14708/ma.v8i16.1468
Classification : 90C20
Mots-clés : Quadratic programming 
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Grażyna Hille. The SUBQ method in quadratic programming. Mathematica Applicanda, Tome 8 (1980) no. 16, pp.  39-52. doi : 10.14708/ma.v8i16.1468. http://geodesic.mathdoc.fr/articles/10.14708/ma.v8i16.1468/

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