Abstract A general algorithm for solving quadratic programming problems with an M-matrix as the Hessian and box constraints is presented. It constructs a sequence of points with monotonically increasing components. Its convergence is discussed. It is also shown that many existing algorithms (e.g. Pang's algorithm, Scarpini's algorithm) are the realisations of this general algorithm. An example of a new algorithm belonging to this class is presented.
Monotone sequences of feasible solutions for quadratic programming problems with M-matrices and box constraints
1986-01-01
7 pages
Aufsatz/Kapitel (Buch)
Elektronische Ressource
Englisch
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