On Quadratic Programming

B. Curtis Eaves
B. Curtis Eaves
University of California, Berkeley
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University of California, Berkeley

Published Online:1 Jul 1971https://doi.org/10.1287/mnsc.17.11.698

Abstract

A procedure based on Lemke's algorithm is developed which either computes stationary points for general quadratic programs or else shows that the program has no optimum. If a general quadratic program has an optimum and satisfies a non-degeneracy condition then it is demonstrated that there are an odd number of stationary points.

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Volume 17, Issue 11

July 1971

Pages 661-786

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Published Online:July 01, 1971

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B. Curtis Eaves, (1971) On Quadratic Programming. Management Science 17(11):698-711.

https://doi.org/10.1287/mnsc.17.11.698

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On Quadratic Programming

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Volume 17, Issue 11

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