An algorithm for quadratic programming
Tóm tắt
Từ khóa
Tài liệu tham khảo
Barankin E. W., Toward Quadratic Programming, O. N. R. Logistics Projects at Columbia Univ. and U. C. L. A.
Charnes A., 1953, An Introduction to Linear Programming
Dantzig G. B., 1951, Activity Analysis of Production and Allocation
König D. Theorie der Endlichen und Unendlichen Graphen Leipzig 1936.
Kuhn H. W. andTucker A. W. “Nonlinear programming ” Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability 481–492 (1951).
Arrow K. J. andHurwicz L. “A gradient method for approximating saddle points and constrained maxima ” RAND P‐223 ( June1951). To appear in Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability.
Charnes A. andLemke C. E. “Minimization of non‐linear separable convex functionals (Computational theory of linear programming IV) ” O.N.R. Research Memorandum No. 16 Carnegie Institute of Technology ( May 1954).
Manne A. S. “Concave programming for gasoline blends ” RAND P‐383 ( April1953).
Markowitz H., 1956, The optimization of quadratic functions subject to linear constraints, Naval Research Logistics Quarterly, 3