Autors: Sirakova, N. D.
Title: Minimization of a Quadratic Objective Function With Linear Constraints by the Method of Goldfarb and Idnani
Keywords: quadratic problem, mathematical optimization

Abstract: We consider a quadratic problem of mathematical optimization with linear constraints, based on the method of Golbfarb and Idnani, supplemented by Powell, from the class of active constraints that are formed at each step of the iterative process.

References

    Issue

    AMEE' 2021, 2021, Bulgaria, AIP Conference Proceeding

    Вид: статия в списание, публикация в реферирано издание, индексирана в Scopus