ISSN:
1436-4646
Schlagwort(e):
Quadratic Programming
;
Decomposition Method
;
Lemke's Method
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Informatik
,
Mathematik
Notizen:
Abstract A decomposition algorithm using Lemke's method is proposed for the solution of quadratic programming problems having possibly unbounded feasible regions. The feasible region for each master program is a generalized simplex of minimal size. This property is maintained by a dropping procedure which does not affect the finiteness of the convergence. The details of the matrix transformations associated with an efficient implementation of the algorithm are given. Encouraging preliminary computational experience is presented.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01588293
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