MARC状态：已编 文献类型：西文图书 浏览次数：54
- 题名/责任者:
- A Decomposition procedure for convex quadratic programs / by C.M.Shetty and Mohammed Ben Daya.
- 出版发行项:
- Atlanta : School of Industrial and Systems Engineering, Georgia Institute of Technology, 1985.
- 载体形态项:
- 10 p. : ill. ; 28 cm.
- 丛编说明:
- PDRC report series ; 85-01
- 个人责任者:
- Shetty, C. M., 1929-
- 附加个人名称:
- Daya, Mohammed Ben.
- 附加团体名称:
- Georgia Institute of Technology. School of Industrial and Systems Engineering.
- 论题主题:
- Numerical Mathematics.
- 论题主题:
- Quadratic programming.
- 中图法分类号:
- O221
- 一般附注:
- This work was supported by the Office of Naval Research under Contract No. N00014-83-K-0147.
- 书目附注:
- Includes bibliographical references (p. 10)
- 摘要附注:
- This paper deals with the solution of convex quadratic programs by iteratively solving a master problem and a subproblem as proposed previously by Sacher. The approach has the advantage that the subproblems are linear programs so that existing schemes for solving large problems can be taken advantage of. This paper gives a closed form solution to the master problem so that the procedure is well suited for solving large quadratic programs and can take advantage of the constraint structure. (Author).
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