Quadratic programming problems and related linear complementarity problems
| Autor: | H. Bernau |
|---|---|
| Rok vydání: | 1990 |
| Předmět: |
Mathematical optimization
Quadratically constrained quadratic program Control and Optimization Complementarity theory Applied Mathematics Second-order cone programming Quadratic function Quadratic programming Management Science and Operations Research Mixed complementarity problem Linear complementarity problem Active set method Mathematics |
| Zdroj: | Journal of Optimization Theory and Applications. 65:209-222 |
| ISSN: | 1573-2878 0022-3239 |
| DOI: | 10.1007/bf01102342 |
| Popis: | This paper investigates the general quadratic programming problem, i.e., the problem of finding the minimum of a quadratic function subject to linear constraints. In the case where, over the set of feasible points, the objective function is bounded from below, this problem can be solved by the minimization of a linear function, subject to the solution set of a linear complementarity problem, representing the Kuhn-Tucker conditions of the quadratic problem. To detect in the quadratic problem the unboundedness from below of the objective function, necessary and sufficient conditions are derived. It is shown that, when these conditions are applied, the general quadratic programming problem becomes equivalent to the investigation of an appropriately formulated linear complementarity problem. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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