Quadratic Programming

A Quadratic Programming Bibliography

  • Nicholas I. M. Gould
  • Philippe L. Toint
    • Categories Quadratic Programming Tags ,

    The following is a list of all of the published and unpublished works on quadratic programming that we are aware of. Some are general references to background material, while others are central to the development of the quadratic programming methods and to the applications we intend to cover in our evolving book on the subject. … Read more

    On reduced QP formulations of monotone LCP problems

  • Stephen Wright
    • Categories Complementarity and Variational Inequalities, Nonlinear Optimization, Quadratic Programming Tags , ,

    Techniques for transforming convex quadratic programs (QPs) into monotone linear complementarity problems (LCPs) and vice versa are well known. We describe a class of LCPs for which a reduced QP formulation—one that has fewer constraints than the “standard” QP formulation—is available. We mention several instances of this class, including the known case in which the … Read more