The Simplex Method for Quadratic Programming

Notes on Linear Programming and Extensions-Part 51

Philip S. Wolfe

ResearchPublished 1959

A computational procedure for finding the minimum of a quadratic function of variables subject to linear inequality constraints. The procedure is analogous to the simplex method for linear programming, being based on the Barankin-Dorfman procedure for this problem. A usable computational procedure for quadratic programming can be applied to the solution of elaborate nonlinear programming problems that economic models often present and to such problems as regression, efficient production, the "portfolio"problem, and convex programming

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  • Copyright: RAND Corporation
  • Availability: Available
  • Year: 1959
  • Print Format: Paperback
  • Paperback Pages: 43
  • Paperback Price: $23.00
  • Document Number: RM-2388

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RAND Style Manual
Wolfe, Philip S., The Simplex Method for Quadratic Programming: Notes on Linear Programming and Extensions-Part 51, RAND Corporation, RM-2388, 1959. As of September 23, 2024: https://www.rand.org/pubs/research_memoranda/RM2388.html
Chicago Manual of Style
Wolfe, Philip S., The Simplex Method for Quadratic Programming: Notes on Linear Programming and Extensions-Part 51. Santa Monica, CA: RAND Corporation, 1959. https://www.rand.org/pubs/research_memoranda/RM2388.html. Also available in print form.
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