An algorithm for a singly constrained class of quadratic programs subject to upper and lower bounds
- Cite this article as:
- Pardalos, P.M. & Kovoor, N. Mathematical Programming (1990) 46: 321. doi:10.1007/BF01585748
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This paper gives an O(n) algorithm for a singly constrained convex quadratic program using binary search to solve the Kuhn-Tucker system. Computational results indicate that a randomized version of this algorithm runs in expected linear time and is suitable for practical applications. For the nonconvex case anε-approximate algorithm is proposed which is based on convex and piecewise linear approximations of the objective function.