A class of differential quadratic programming problems

Xing Wang, Chang-qi Tao and Guo-ji Tang

Applied Mathematics and Computation, 2015, vol. 270, issue C, 369-377

Abstract: A class of differential quadratic programming problems in finite dimensional spaces is introduced in this paper. First, the existence of solutions for the differential quadratic programming problem is established under some suitable assumptions. Second, an algorithm for solving the differential quadratic programming problem is given and the convergence analysis for the algorithm is shown. Finally, some numerical experiments are reported to verify the validity of the proposed algorithm.

Keywords: Differential quadratic programming; Carathéodory weak solution; Convergence analysis (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:270:y:2015:i:c:p:369-377

DOI: 10.1016/j.amc.2015.08.041

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