ABSTRACT
- By ageneral quadratic programming QP problem we mean aQP
problem with ageneral indefinite Hessian matrix . In this research an
algorithm to 'solve general QP problems is designed .It is based on the
extended Dantzig-Wolfe method.
The main idea of the method is to use stable factorizations of
the Lagrangian matrix ,where QR-factorization of the active set matrix is
used.
The algorithm is tested using different problems.
