Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris

Wolfe's quadratic-programming problemalgorithm

  • Saul I. Gass
  • Carl M. Harris
Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_1129

An adaptation of the simplex method that solves quadratic-programming problems with positive definite or positive semidefinite quadratic forms. It is based on the simultaneous solution of the linear constraints of the problems and associated Karush-Kuhn-Tucker conditions. It uses a restricted basis entry for the solution of necessary complementarity conditions.  Quadratic programming.

Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  • Saul I. Gass
    • 1
  • Carl M. Harris
    • 2
  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA