Linear-quadratic programming and its application to data correction of improper linear programming problems

The problem of maximizing a linear function with linear and quadratic constraints is considered. The solution of the problem is obtained in a constructive form using the Lagrange function and the optimality conditions. Many optimization problems can be reduced to the problem of this type. In this pa...

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Bibliographic Details
Main Authors: Gorelik Victor, Zolotova Tatiana
Format: Article
Language:English
Published: De Gruyter 2020-02-01
Series:Open Computer Science
Subjects:
Online Access:https://doi.org/10.1515/comp-2020-0005