Redundancies in Positive-Semidefinite Quadratic Programming

P. Recht
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P. Recht: Universität Dortmund

Journal of Optimization Theory and Applications, 2003, vol. 119, issue 3, No 6, 553-564

Abstract: Abstract The question investigated is how to detect nonactive restrictions in positive-semidefinite quadratic programming. If the optimization problem satisfies some regularity conditions, we can use parametric optimization techniques for that analysis. It turns out that results obtained in Ref. 1, where only positive-definite matrices are considered, can be generalized to the semidefinite case. Simple calculations based exclusively on the problem data allow one to delete superfluous restrictions for this problem class during an optimization procedure.

Keywords: Positive-semidefinite quadratic programming; redundancy; parametric optimization; feasible-point algorithms (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/B:JOTA.0000006689.99237.44

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