IBM Systems Journal - 2002 Copyright

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IBM Journal of Research and Development  
Volume 31, Number 1, Page 39 (1992)
Optimization Subroutine Library
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A decomposition method for quadratic programming

by D. L. Jensen, A. J. King
We discuss the algorithms used in the Optimization Subroutine Library for the solution of convex quadratic programming problems. The basic simplex algorithm for convex quadratic programming is described. We then show how the simplex method for linear programming can be used in a decomposition crash procedure to obtain a good initial basic solution for the quadratic programming algorithm. We show how this solution may be used as a starting solution for the simplex-based algorithm.
Related Subjects: Mathematical Methods; Programming