Parametric Methods In Quadratic Programming

Abstract

We now discuss the following problem:

• Maximise

  $$ \tau = {\tau _o} + \underline {{\rm{w'}}} \underline {\rm{x}} + {1 \over 2}\underline {{\rm{x'}}} {\rm{D}}\underline {\rm{x}} $$

• Subject to

  $$ \ {\rm{A}}\underline {\rm{x}} \le \underline {\rm{b}} + \lambda \underline {\rm{v}} \left( {\underline {\rm{x}} \ge 0{\rm{unless otherwise stated}}} \right) $$
  $$ \tau \ge 0 $$