Econometrica Vol. 28 No. 1 1960
The Simplex Method for Quadratic Programming
Abstract
A computational procedure is given for finding the minimum of a quadratic function of variables subject to linear inequality constraints.The procedure is analogous to the Simplex Method for linear programming, being based on the Barankin-Dorfman procedure for this problem.
- DOI
- 10.2307/1905320
- Volume
- 28
- Issue
- 1
- Pages
- 170
- Sources
- openalex crossref