Econometrica: Mar 1970, Volume 38, Issue 2

The One-Stage Deformation Method: An Algorithm for Quadratic Programming

https://doi.org/0012-9682(197003)38:2<225:TODMAA>2.0.CO;2-0
p. 225-230

Roger Even Bove

This paper presents a considerably abbreviated deformation method for the minimization of a quadratic function subject to linear constraints. In Section 1 the method is explained for a positive definite function. In Section 2 it is extended to singular forms.

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