Linear complementarity procedures in quadratic programming
Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 17 (2017) no. 4, pp. 79-93
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We propose a new approach to consideration of quadratic programming methods, based on the general scheme of suboptimization. The quadratic programming problem is interpreted as a particular case of the linear complementarity problem. Thus, algorithms can be regarded as a natural generalization of the simplex-method.
Keywords:
quadratic programming, algorithm, linear complementarity, simplex-method.
@article{VNGU_2017_17_4_a7,
author = {V. I. Shmyrev},
title = {Linear complementarity procedures in quadratic programming},
journal = {Sibirskij \v{z}urnal \v{c}istoj i prikladnoj matematiki},
pages = {79--93},
year = {2017},
volume = {17},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VNGU_2017_17_4_a7/}
}
V. I. Shmyrev. Linear complementarity procedures in quadratic programming. Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 17 (2017) no. 4, pp. 79-93. http://geodesic.mathdoc.fr/item/VNGU_2017_17_4_a7/
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