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.Log In To View Full Content