An O(n2) active set algorithm for solving two related box constrained parametric quadratic programs

Numerical Algorithms

Volumn 27, Issue 4, 2001, Pages 367-375

  Gómez, Manuel A ^a  

^a UNIVERSITY OF A CORUÑA   (Spain)

Author keywords

Nonlinear programming; Parametric programming; Quadratic programming

Indexed keywords

EID: 0035562144     PISSN: 10171398     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1013830414927     Document Type: Article

References (5)

1. 2) active set method for solving a certain parametric quadratic program, Journal of Optimization Theory and Applications 72 (1992) 213-224.
2. P. Brucker, An O(n) algorithm for quadratic knapsack problems, Operations Research Letters 3 (1984) 163-166.
3. R. Fletcher, Practical Methods of Optimization, 2nd edn. (Wiley, New York, 1987).
4. 2) active set algorithm for the solution of a parametric quadratic program, Numerical Algorithms 22 (1999) 305-316.
5. S. Yitzakhi, A tax programming model, Journal of Public Economics 19 (1982) 107-120.