A SIMPLEX-TYPE ALGORITHM FOR LINEAR AND QUADRATIC PROGRAMMING--A PARAMETRIC PROCEDURE.

A computational procedure based on the results of Barankin and Dorfman, for minimising a convex quadratic function subject to linear constraints is developed. The applicability of the proposed procedure for linear programming problems is indicated.

Detalles Bibliográficos
Publicado en:	Econometrica Vol. 34; no. 2; pp. 460 - 472
Autor principal:	Jagannathan, R.
Formato:	Artículo
Publicado:	Wiley-Blackwell Apr66
Materias:	Convex programming Linear programming Mathematical programming Production scheduling Dynamic programming Vector analysis Economics Econometrics Mathematical economics
Acceso en línea:	Ver este registro en EBSCOhost

Descripción
Sumario:	A computational procedure based on the results of Barankin and Dorfman, for minimising a convex quadratic function subject to linear constraints is developed. The applicability of the proposed procedure for linear programming problems is indicated.