This is a preview. Log in through your library . Abstract A method is given for maximizing a linear function subject to a quadratic and a number of linear constraints. The method differs from general ...

The hyperbolic (or fractional) linear programming problem with only one aggregate constraint is solved by a simple and extremely efficient algorithm. The core step in the iterative procedure is the ...

Example 8.10: Quadratic Programming The quadratic program can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the ...