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Siberian Journal of Pure and Applied Mathematics, 2017, Volume 17, Issue 4, Pages 79–93 DOI: https://doi.org/10.17377/PAM.2017.17.8
(Mi vngu457)
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Linear complementarity procedures in quadratic programming
V. I. Shmyrevab a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University
DOI:
https://doi.org/10.17377/PAM.2017.17.8
Abstract:
We propose a new approach to consideration of quadratic programming methods, based on the general scheme of suboptimization. The quadratic programming problem is interpreted as a particular case of the linear complementarity problem. Thus, algorithms can be regarded as a natural generalization of the simplex-method.
Keywords:
quadratic programming, algorithm, linear complementarity, simplex-method.
Received: 08.12.2016
Citation:
V. I. Shmyrev, “Linear complementarity procedures in quadratic programming”, Sib. J. Pure and Appl. Math., 17:4 (2017), 79–93
Linking options:
https://www.mathnet.ru/eng/vngu457 https://www.mathnet.ru/eng/vngu/v17/i4/p79
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