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Quadratic programming by Wolf's method 1.0

  Date Added: August 24, 2013  |  Visits: 248

Quadratic programming by Wolf's method

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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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