Quadratic programming with quadratic constraints

David P. Baron

Naval Research Logistics Quarterly, 1972, vol. 19, issue 2, 253-260

Abstract: A program with a quadratic objective function and quadratic constraints is considered. Two duals to such programs are provided, and an algorithm is presented based upon approximations to the duals. The algorithm consists of a sequence of linear programs and programs involving the optimization of a quadratic function either unconstrained or constrained to the nonnegative orthant. An example involving production planning is presented.

Date: 1972
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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:19:y:1972:i:2:p:253-260

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