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Identifying the optimal partition in convex quadratic programming |
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| Authors: | Stephen E Wright |
| Institution: | Department of Mathematics and Statistics, Miami University, Oxford, OH 45056, USA |
| Abstract: | Given an optimal solution for a convex quadratic programming (QP) problem, the optimal partition of the QP can be computed by solving a pair of linear or QP problems for which nearly optimal solutions are known. |
| Keywords: | Linear programming Linear complementarity Strict complementarity Maximally complementary solutions |
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