Abstract
In this paper, we demonstrate that the Van de Panne—Whinston symmetric simplex method when applied to a certain implicit formulation of a quadratic program generates the same sequence of primal feasible vectors as does the Von Hohenbalken simplicial decomposition algorithm specialized to the same program. Such an equivalence of the two algorithms extends earlier results for a least-distance program due to Cottle—Djang.
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References
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This research was prepared as part of the activities of the Management Sciences Research Group, Carnegie-Mellon University, under Contract N00014-75-C-0621 NR 047-048 with the Office of Naval Research.
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Pang, JS. An equivalence between two algorithms for quadratic programming. Mathematical Programming 20, 152–165 (1981). https://doi.org/10.1007/BF01589342
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DOI: https://doi.org/10.1007/BF01589342