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Dtic Ada1006023%3a On Parametric Linear And Quadratic Programming Problems. by Defense Technical Information Center

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1DTIC ADA1006023: On Parametric Linear And Quadratic Programming Problems.

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An algorithm is described for determining the optimal solution of parametric linear and quadratic programming problems as an explicit piecewise linear function of the parameter. Each linear function is uniquely determined by an appropriate subset of active constraints. For every critical value of the parameter a new subset has to be determined. A simple rule is given for adding and deleting constraints from this subset. (Author)

“DTIC ADA1006023: On Parametric Linear And Quadratic Programming Problems.” Metadata:

  • Title: ➤  DTIC ADA1006023: On Parametric Linear And Quadratic Programming Problems.
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  • Language: English

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