TY - JOUR
AU - Katia Hassaini
AU - Mohand Ouamer Bibi
PY - 2024/02/18
Y2 - 2024/11/02
TI - An Algorithm for Solving Quadratic Programming Problems with an M-matrix
JF - Statistics, Optimization & Information Computing
JA - Stat., optim. inf. comput.
VL - 12
IS - 2
SE - Research Articles
DO - 10.19139/soic-2310-5070-1399
UR - http://www.iapress.org/index.php/soic/article/view/1399
AB - In this study, we propose an approach for solving a quadraticprogramming problem with an M-matrix and simple constraints (QPs). It isbased on the algorithms of Luk-Pagano and Stachurski. These methods usethe fact that an M-matrix possesses a nonnegative inverse which allows tohave a sequence of feasible points monotonically increasing. Introducing theconcept of support for an objective function developed by Gabasov et al., ourapproach leads to a more general condition which allows to have an initialfeasible solution, related to a coordinator support and close to the optimalsolution. The programming under MATLAB of our method and that of Lukand Pagano has allowed us to make a comparison between them, with anillustration on two numerical examples.
ER -