Equivalence of Some Quadratic Programming Algorithms
Author: Michael J. Best
Publisher:
Published: 1982
Total Pages: 28
ISBN-13:
DOWNLOAD EBOOKPosts
An Equivalence Between Two Algorithms for Quadratic Programming
Author: Jong-Shi Pang
Publisher:
Published: 1979
Total Pages: 28
ISBN-13:
DOWNLOAD EBOOKIn this paper, we demonstrate that the Van de Panne-Whinston symmetric simplex method when applied to a certain implicit formulation of a quadratic program generates the same sequence of primal feasible vectors as does the Von Hohenbalken simplicial decomposition algorithmsm specialized to the same program. Such an equivalence of the two algorithms extends earlier results for a least-distance program due to Cottle-Djang. (Author).
An Equivalence Between Two Algorithms for a Class of Quadratic Programming Problems with M-matrices
Author: Andrzej Stachurski
Publisher:
Published: 1988
Total Pages:
ISBN-13: 9789516800557
DOWNLOAD EBOOKOptimal Quadratic Programming Algorithms
Author: Zdenek Dostál
Publisher: Springer Science & Business Media
Published: 2009-04-03
Total Pages: 293
ISBN-13: 0387848061
DOWNLOAD EBOOKQuadratic programming (QP) is one advanced mathematical technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. This book presents recently developed algorithms for solving large QP problems and focuses on algorithms which are, in a sense optimal, i.e., they can solve important classes of problems at a cost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introduces modifications that improve its performance, and demonstrates these improvements through numerical experiments. This self-contained monograph can serve as an introductory text on quadratic programming for graduate students and researchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems, it can also be used as a convenient introduction to nonlinear programming.
Algorithmic Equivalence in Quadratic Programming I: a Least Distance Programming Problem
Author: Stanford University. Department of Operations Research
Publisher:
Published: 1976
Total Pages: 74
ISBN-13:
DOWNLOAD EBOOKIt is demonstrated that Wolfe's algorithm for finding the point of smallest Euclidean norm in a given convex polytope generates the same sequence of feasible points as does the van de Panne-Whinston symmetric algorithm applied to the associated quadratic programming problem. Furthermore, it is shown how the latter algorithm may be simplified for application to problems of this type. (Author).
Algorithmic Equivalence in Quadratic Programming
Author: Arthur Djang
Publisher:
Published: 1979
Total Pages: 412
ISBN-13:
DOWNLOAD EBOOKOptimal Quadratic Programming Algorithms
Author: Zdenek Dostál
Publisher: Springer
Published: 2008-11-01
Total Pages: 0
ISBN-13: 9780387571447
DOWNLOAD EBOOKQuadratic programming (QP) is one advanced mathematical technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. This book presents recently developed algorithms for solving large QP problems and focuses on algorithms which are, in a sense optimal, i.e., they can solve important classes of problems at a cost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introduces modifications that improve its performance, and demonstrates these improvements through numerical experiments. This self-contained monograph can serve as an introductory text on quadratic programming for graduate students and researchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems, it can also be used as a convenient introduction to nonlinear programming.
Quadratic Programming with Computer Programs
Author: Michael J. Best
Publisher: CRC Press
Published: 2017-07-12
Total Pages: 423
ISBN-13: 1351647202
DOWNLOAD EBOOKQuadratic programming is a mathematical technique that allows for the optimization of a quadratic function in several variables. QP is a subset of Operations Research and is the next higher lever of sophistication than Linear Programming. It is a key mathematical tool in Portfolio Optimization and structural plasticity. This is useful in Civil Engineering as well as Statistics.
Algorithms for Linear-Quadratic Optimization
Author: Vasile Sima
Publisher: CRC Press
Published: 2021-12-17
Total Pages: 382
ISBN-13: 1000105288
DOWNLOAD EBOOKThis textbook offers theoretical, algorithmic and computational guidelines for solving the most frequently encountered linear-quadratic optimization problems. It provides an overview of recent advances in control and systems theory, numerical line algebra, numerical optimization, scientific computations and software engineering.
Computational Combinatorial Optimization
Author: Michael Jünger
Publisher: Springer Science & Business Media
Published: 2001-11-21
Total Pages: 317
ISBN-13: 3540428771
DOWNLOAD EBOOKThis tutorial contains written versions of seven lectures on Computational Combinatorial Optimization given by leading members of the optimization community. The lectures introduce modern combinatorial optimization techniques, with an emphasis on branch and cut algorithms and Lagrangian relaxation approaches. Polyhedral combinatorics as the mathematical backbone of successful algorithms are covered from many perspectives, in particular, polyhedral projection and lifting techniques and the importance of modeling are extensively discussed. Applications to prominent combinatorial optimization problems, e.g., in production and transport planning, are treated in many places; in particular, the book contains a state-of-the-art account of the most successful techniques for solving the traveling salesman problem to optimality.
