Econometrica: Jul 1959, Volume 27, Issue 3

The Simplex Method for Quadratic Programming

https://doi.org/0012-9682(195907)27:3<382:TSMFQP>2.0.CO;2-0
p. 382-398

Philip Wolfe

A computational procedure is given for finding the minimum of a quadratic function of variables subject to linear inequality constraints. The procedure is analogous to the Simplex Method for linear programming, being based on the Barankin-Dorfman procedure for this problem.

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