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A decomposition procedure for convex quadratic programs

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  • C. M. Shetty
  • Mohammed Ben Daya

Abstract

This article deals with the solution of convex quadratic programs by iteratively solving a master problem and a subproblem as proposed previously by Sacher. The approach has the advantage that the subproblems are linear programs so that advantage can be taken of existing schemes for solving large linear problems. At each step in solving the master problem, a closed‐form solution can be specified so that the procedure is well suited for solving large quadratic programs and can take advantage of the constraint structure.

Suggested Citation

  • C. M. Shetty & Mohammed Ben Daya, 1988. "A decomposition procedure for convex quadratic programs," Naval Research Logistics (NRL), John Wiley & Sons, vol. 35(1), pages 111-118, February.
    • Handle: RePEc:wly:navres:v:35:y:1988:i:1:p:111-118
    DOI: 10.1002/1520-6750(198802)35:13.0.CO;2-#
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