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Algorithmic equivalence in quadratic programming, I: A least-distance programming problem

  • R. W. Cottle
  • A. Djang
Contributed Papers

Abstract

It is demonstrated that Wolfe's algorithm for finding the point of smallest Euclidean norm in a given convex polytope generates the same sequence of feasible points as does the van de Panne-Whinstonsymmetric algorithm applied to the associated quadratic programming problem. Furthermore, it is shown how the latter algorithm may be simplified for application to problems of this type.

Key Words

Algorithms algorithmic equivalence quadratic programming least-distance problem 

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References

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Copyright information

© Plenum Publishing Corporation 1979

Authors and Affiliations

  • R. W. Cottle
    • 1
  • A. Djang
    • 2
  1. 1.Department of Operations ResearchStanford UniversityStanford
  2. 2.School of BusinessUniversity of KansasLawrence

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