Geodesic
An algorithm for solving quadratic programming problems with linear equality and inequality constraints
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 41 (2001) no. 7, pp. 1012-1025 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{ZVMMF_2001_41_7_a1,
     author = {E. A. Kostina and O. I. Kostyukova},
     title = {An algorithm for solving quadratic programming problems with linear equality and inequality constraints},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1012--1025},
     year = {2001},
     volume = {41},
     number = {7},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2001_41_7_a1/}
}
TY  - JOUR
AU  - E. A. Kostina
AU  - O. I. Kostyukova
TI  - An algorithm for solving quadratic programming problems with linear equality and inequality constraints
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2001
SP  - 1012
EP  - 1025
VL  - 41
IS  - 7
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2001_41_7_a1/
LA  - ru
ID  - ZVMMF_2001_41_7_a1
ER  - 
%0 Journal Article
%A E. A. Kostina
%A O. I. Kostyukova
%T An algorithm for solving quadratic programming problems with linear equality and inequality constraints
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2001
%P 1012-1025
%V 41
%N 7
%U http://geodesic.mathdoc.fr/item/ZVMMF_2001_41_7_a1/
%G ru
%F ZVMMF_2001_41_7_a1
E. A. Kostina; O. I. Kostyukova. An algorithm for solving quadratic programming problems with linear equality and inequality constraints. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 41 (2001) no. 7, pp. 1012-1025. http://geodesic.mathdoc.fr/item/ZVMMF_2001_41_7_a1/

[1] Rekleitis G., Reivindran A., Regsdel K., Optimizatsiya v tekhnike, Mir, M., 1986

[2] Gill F., Myurrei U., Rait M., Prakticheskaya optimizatsiya, Mir, M., 1985 | MR

[3] Gabasov R., Kirillova F. M., Kostyukova O. I., “Metod resheniya obschikh zadach lineinogo programmirovaniya”, Dokl. AN BSSR, 23:3 (1979), 197–200 | MR | Zbl

[4] Gabasov R., Adaptive method of linear programming, Preprints, Univ. Karlsruhe. Inst. Statist. and Math., Karlsruhe, Germany, 1993

[5] Gabasov R., Kirillova F. M., Tyatyushkin A. I., Konstruktivnye metody optimizatsii, v. 1, Lineinye zadachi, Universitetskoe, Minsk, 1984 | MR

[6] Raketskii V. M., “Pryamoi opornyi metod kvadratichnogo programmirovaniya”, Zadachi optimalnogo upravleniya, Nauka i tekhn., Minsk, 1981, 318–335 | MR

[7] Dantsig D. B., Lineinoe programmirovanie, ego primenenie i obobscheniya, Progress, M., 1966

[8] Chernushevich A. S., “Algoritm resheniya kvadratichnoi zadachi s pryamymi ogranicheniyami”, Konstruktivnaya teoriya ekstremalnykh zadach, Universitetskoe, Minsk, 1984, 25–30

[9] Gabasov R., Kirillova F. M., Kostyukova O. I., “Reshenie lineino-kvadratichnykh ekstremalnykh zadach”, Dokl. AN SSSR, 280:3 (1985), 529–533 | MR | Zbl

[10] Kuhn H. W., Tucker A. W., “Nonlinear programming”, Proceeding of the 2-nd Berkeley symposium on mathematical statistics and probability, Univ. California Press, Berkeley, CA, 1951, 481–492 | MR

[11] Chernushevich A. S., Algoritmy resheniya lineino-kvadratichnykh ekstremalnykh zadach, Dis. ...kand. fiz.-matem. nauk, In-t matem. AN BSSR, Minsk, 1987

[12] Forsait D., Malkolm M., Mouler K., Mashinnye metody matematicheskikh vychislenii, Mir, M., 1980 | MR

[13] Powell M. J. D., ZQPCVX — A Fortran subroutine for convex quadratic programming, Rept DAMTP/1983/NA17, Dept. Appl. Math. and Theor. Phys. Univ. Cambridge, 1983

[14] Goldfarb D., Idnani A., “A numerically stable dual method for solving strictly convex quadratic”, Math. Program., 27 (1983), 1–33 | DOI | MR | Zbl

[15] Kostina E. A., Prischepova S. V., “Chislennyi eksperiment po resheniyu bolshikh razrezhennykh zadach lineinogo programmirovaniya adaptivnym metodom”, Vestsi AN BSSR. Ser. fiz.-matem. navuk, 1990, no. 6, 3–5 | Zbl