Optimizing a Linearly Constrained Quadratic Programming Problem Using Eigen-Value Decomposition and Resultant Vector Ascent Method
摘要
This paper suggests an iterative method for optimizing a Quadratic Programming Problem, constrained with a set of Linear Inequalities (less than type), regardless of the nature of the square matrix (B) within the objective function. To reach the global solution the entire travel is devised with a set of specially designed (n – m) (> m) vectors while incorporating a Resultant Vector Ascent Method (where n and m represent the number of variables (including slack variables) and constraints). These vectors are located in the null space of the