Quadratic programming by Wolf's method 1.0

Date Added: August 24, 2013 | Visits: 547

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This script is capable of solving a convex quadratic programming problem by Wolf's method. For the convergence of the algorithm it is necessary that either Hessian of the objective function be positive definite or positive semidefinite Hessian with linear term zero. For theory of Wolf method and QPP one may see "Numerical Optimization with Applications, Chandra S., Jayadeva, Mehra A., Alpha Science Internatinal Ltd, 2009."

Requirements: No special requirements

Platforms: Matlab

Keyword: Algorithm, Alpha Science, Applications Chandra, Capable, Convergence, Convex Quadratic, Definite, For The, Hessian, It Is, Jayadeva Mehra, Linear Term, Positive, Qpp, Quot, Theory, Wolf, Wolf Method

Users rating: 0/10

License: Freeware

Size: 10 KB

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