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An Unconstrained Convex Programming Approach to Solving Convex Quadratic Programming Problems
Optimization (1993)
  • Shu-Cherng Fang, North Carolina State University
  • Jacob Tsao, San Jose State University
Abstract

In this paper, we derive an unconstrained convex programming approach to solving convex quadratic programming problems in standard form. Related duality theory is established by using two simple inequalities. An -optimal solution is obtained by solving an unconstrained dual convex program. A dual-to-primal conversion formula is also provided. Some preliminary computational results of using a curved search method is included.

Keywords
  • convex program,
  • quadratic programming
Publication Date
1993
Publisher Statement
SJSU users: use the following link to login and access the article via SJSU databases
Citation Information
Shu-Cherng Fang and Jacob Tsao. "An Unconstrained Convex Programming Approach to Solving Convex Quadratic Programming Problems" Optimization Vol. 27 (1993)
Available at: http://works.bepress.com/jacob_tsao/46/