Econometrica · 1960 · 510 citations · 5 references
Mathematical ProgrammingConic OptimizationComputational ProcedureEngineeringNonlinear ProgrammingQuadratic FunctionSystems EngineeringConstrained OptimizationSemi-definite OptimizationSimplex MethodInverse ProblemsComputer ScienceLinear ProgrammingApproximation TheoryQuadratic ProgrammingOperations Research
A computational procedure is given 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.
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