A Computer Comparison of Four Quadratic Programming Algorithms

Raymond J. Braitsch, Jr.
Additional contact information
Raymond J. Braitsch, Jr.: The Ohio State University

Management Science, 1972, vol. 18, issue 11, 632-643

Abstract: This paper compares the computational performance of the quadratic programming algorithms of Dantzig, Beale, Wolfe and a modification of Wolfe's algorithm. Problems are generated and solved on the computer with iteration count serving as the principal method of comparison. The effect of certain problem parameters on rate of convergence is considered and computer time and storage requirements of the four algorithms are discussed.

Date: 1972
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/mnsc.18.11.632 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:18:y:1972:i:11:p:632-643

Access Statistics for this article

More articles in Management Science from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().