Quadratic programming by Wolf's method

版本 1.2.0.1 (3.7 KB) 作者: Bapi Chatterjee
The function wolf solves a (convex) QPP using Wolf or restricted entry simplex method
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更新 2020/3/18

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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."

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Bapi Chatterjee (2026). Quadratic programming by Wolf's method (https://ww2.mathworks.cn/matlabcentral/fileexchange/27397-quadratic-programming-by-wolf-s-method), MATLAB Central File Exchange. 检索时间: .

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1.2.0.1

A minor typo in the comments was corrected.

1.2.0.0

A bug fixed

1.1.0.0

Space and time complexity improved.

1.0.0.0