Quadratic programming: Difference between revisions

Revision as of 15:46, 25 June 2004

Revision as of 02:50, 18 August 2004

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(2) C*x = d (equality contraint)

If E is positive definite then f(x) is a [[convex]] [[function (mathematics)|function]] , and constraints are [[linear]] functions,. weWe have from optimization theory that for point x to be an optimum point it is necessary and sufficient that x is a [[Karush-Kuhn-Tucker]] (KKT) point.

If there are only equality constraints, then the QP can be solved by a [[linear system]]. Otherwise, the most common method of solving a QP is an [[interior point]] method, such as [http://www.orfe.princeton.edu/~loqo LOQO]. [[Active set]] methods are also commonly used.