Algorithmic equivalence in quadratic programming,I: A least-distance programming problem |
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Authors: | R W Cottle A Djang |
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Institution: | (1) Department of Operations Research, Stanford University, Stanford, California;(2) School of Business, University of Kansas, Lawrence, Kansas |
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Abstract: | It is demonstrated that Wolfe's algorithm for finding the point of smallest Euclidean norm in a given convex polytope generates the same sequence of feasible points as does the van de Panne-Whinstonsymmetric algorithm applied to the associated quadratic programming problem. Furthermore, it is shown how the latter algorithm may be simplified for application to problems of this type.This work was supported by the National Science Foundation, Grant No. MCS-71-03341-AO4, and by the Office of Naval Research, Contract No. N00014-75-C-0267. |
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Keywords: | Algorithms algorithmic equivalence quadratic programming least-distance problem |
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