Econometrica: Apr 1966, Volume 34, Issue 2

A Simplex-Type Algorithm for Linear and Quadratic Programming--A Parametric Procedure<460:ASAFLA>2.0.CO;2-W
p. 460-471

R. Jagannathan

A computational procedure based on the results of Barankin and Dorfman [1], for minimising a convex quadratic function subject to linear constraints is developed. The applicability of the proposed procedure for linear programming problems is indicated.

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