A Decomposition Method for Global and Local Quadratic Minimization

Journal of Global Optimization

Volumn 16, Issue 2, 2000, Pages 133-151

  Best, M J ^a   Ding, B ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Local and global optimization; Non convex quadratic program; Parametric linear programming

Indexed keywords

EID: 0347372731     PISSN: 09255001     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008328726430     Document Type: Article

References (6)

1. Best, M.J. (1996), An algorithm for the solution of the parametric quadratic programming algorithm, in H. Fischer, B. Riedmüller and S. Schäffler (eds.), Applied Mathematics and Parallel Computing - Festschrift for Klaus Ritter, Physica-Verlag, Heidelburg: pp. 57-76.
2. Best, M.J. and Ritter, K. (1985), Linear Programming: Active Set Analysis and Computer Programs, Prentice-Hall Inc., Englewood Cliffs, New Jersey.
3. Best, M.J. and Ritter, K. (1988), A quadratic programming algorithm, Zeitschrift für Operations Research 32: 271-297.
4. Best, M.J. and Ding, B. (1997), Global and local quadratic minimization, Journal of Global Optimization 10: 77-90.
5. Murty, K. (1988), Linear Complementarity, Linear and Nonlinear Programming, Heldermann, Berlin.
6. Sherman, J., and Morrison, W.J. (1949), Adjustment of an inverse matrix corresponding to changes in the elements of a given column or a given row of the original matrix, The Annals of Mathematical Statistics 20: 621.