Quadratic programming by Wolf's method
by Bapi Chatterjee
28 Apr 2010
(Updated 29 Apr 2010)
The function wolf solves a (convex) QPP using Wolf or restricted entry simplex method
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| File Information |
| Description |
This script is capable of solving a convex quadratic programming problem by Wolf's method. For the convergence of the algorithm it is necessary that either Hessian of the objective function be positive definite or positive semidefinite Hessian with linear term zero. For theory of Wolf method and QPP one may see "Numerical Optimization with Applications, Chandra S., Jayadeva, Mehra A., Alpha Science Internatinal Ltd, 2009." |
| MATLAB release |
MATLAB 7.8 (R2009a)
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| Updates |
| 29 Apr 2010 |
Space and time complexity improved. |
| 29 Apr 2010 |
A bug fixed |
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