Certain types of quadratic programs with linear constraints have the property that an extreme point of the convex set of feasible solutions is an optimal solution. This paper presents a procedure for ...

This paper presents a new method for minimizing a positive definite quadratic function subject to linear inequality constraints. It is based on a continuous deformation of the quadratic, starting from ...

See "Nonlinear Optimization and Related Subroutines" for a listing of all NLP subroutines. See Chapter 11, "Nonlinear Optimization Examples," for a description of the inputs to and outputs of all NLP ...

can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the discussion of the LCP subroutine in Chapter 17, "Language ...