A decomposition procedure for convex quadratic programs
作者:
C. M. Shetty,
Mohammed Ben Daya,
期刊:
Naval Research Logistics (NRL)
(WILEY Available online 1988)
卷期:
Volume 35,
issue 1
页码: 111-118
ISSN:0894-069X
年代: 1988
DOI:10.1002/1520-6750(198802)35:1<111::AID-NAV3220350110>3.0.CO;2-#
出版商: Wiley Subscription Services, Inc., A Wiley Company
数据来源: WILEY
摘要:
AbstractThis article 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 advantage can be taken of existing schemes for solving large linear problems. At each step in solving the master problem, a closed‐form solution can be specified so that the procedure is well suited for solving large quadratic programs and can take advantage of the constraint structur
点击下载:
PDF
(339KB)
返 回