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.

Bibliographic Details
Published in:	Econometrica Vol. 34; no. 2; pp. 460 - 472
Main Author:	Jagannathan, R.
Format:	Article
Published:	Wiley-Blackwell Apr66
Subjects:	Convex programming Linear programming Mathematical programming Production scheduling Dynamic programming Vector analysis Economics Econometrics Mathematical economics
Online Access:	View this record in EBSCOhost

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