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Journal of Optimization Theory and Applications

, Volume 72, Issue 2, pp 213–224 | Cite as

AnO(n2) active set method for solving a certain parametric quadratic program

  • M. J. Best
  • N. Chakravarti
Contributed Papers

Abstract

This paper presents anO(n2) method for solving the parametric quadratic program
$$\min (1/2)x'Dx - a'x + (\lambda /2)\left( {\sum\limits_{j = 1}^n {\gamma _j x_j } - c} \right)^2 ,$$
having lower and upper bounds on the variables, for all nonnegative values of the parameter λ. Here,D is a positive diagonal matrix,a an arbitraryn-vecotr, each γ j ,j=1, ...,n, andc are arbitrary scalars. An application to economics is also presented.

Key Words

Strong polynomiality active set methods tax programming models 

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Copyright information

© Plenum Publishing Corporation 1992

Authors and Affiliations

  • M. J. Best
    • 1
  • N. Chakravarti
    • 2
  1. 1.Department of Combinatorics and OptimizationUniversity of WaterlooWaterlooCanada
  2. 2.Department of Mathematical SciencesNorthern Illinois UniversityDeKalb

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