An iteration of the sequential quadratically constrained quadratic programming method (SQCQP) consists of minimizing a quadratic approximation of the objective function subject to quadratic ...

This paper compares the computational performance of the quadratic programming algorithms of Dantzig, Beale, Wolfe and a modification of Wolfe's algorithm. Problems are generated and solved on the ...

The INQUAD= data set contains the arrays appearing in a quadratic programming problem. The INVAR= data set specifies initial values for the decision variables, the values of constants that are ...

An operations research technique that solves problems in which an optimal value is sought subject to specified constraints. Mathematical programming models include linear programming, quadratic ...