Algorithmic Equivalence in Quadratic Programming I. A Least-Distance Programming Problem.

摘要

It is demonstrated that Wolfe's algorithm for finding the point of smallest Euclidean norm in a given convex polytope generates the same sequence of feasible points as does the van de Panne-Whinston symmetric algorithm applied to the associated quadratic programming problem. Furthermore, it is shown how the latter algorithm may be simplified for application to problems of this type. (Author)