An Algorithm for the Deformation Method of Quadratic Programming

摘要

The following paper represents work to date on the deformation method for quadratic programming and thus may be regarded as a sequel to Zahl, S. (1964) A Deformation Method for Quadratic Programming, Research Note AFCRL-63-132 later J. Royal Statistical Soc, Ser B, 26:141-160; and The Linear Prediction of Statistical Signals, Physical and Mathematical Sciences Research Papers, No. 61; also IEEE Transactions of the Professional Technical Group on Information Theory (1964) IT-10 No. 3:222-226. It gives an explanation of a modified Iverson program¬ming language and uses this to give a detailed algorithm for the Zahl Deformation Method of Quadratic Programming.