Indefinite Quadratic Programming

Abstract

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.