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Semi-infinite quadratic programming

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Summary

A method is presented for minimizing a definite quadratic function under an infinite number of linear inequality restrictions. Special features of the method are that it generates a sequence of feasible solutions and a sequence of basic solutions simultaneously and that it has very favourable properties concerning numerical stability.

Zusammenfassung

Eine Methode zur Minimierung einer positiv definiten quadratischen Funktion unter unendlich vielen linearen Nebenbedingungen wird vorgestellt. Diese Methode hat die Eigenschaft, daß eine Folge von zulässigen Lösungen des Problems sowie eine Folge von Basislösungen gleichzeitig erzeugt wird. Auf diese Weise erhält man Einschließungen des Zielfunktions-wertes der Lösung des Problems. Zudem weist die Methode hervorragende Stabilitätseigenschaften auf.

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Authors and Affiliations

  1. Institut für Angewandte Mathematik, Universität Hamburg, Bundesstraße 55, D-2000, Hamburg 13, Germany

    U. Eckhardt

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  1. U. Eckhardt
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Eckhardt, U. Semi-infinite quadratic programming. OR Spektrum 1, 51–55 (1979). https://doi.org/10.1007/BF01719272

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  • DOI: https://doi.org/10.1007/BF01719272

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