An unconstrained convex programming approach to solving convex quadratic programming problems

References

• Ben-Tal , A. , Melman , A. and Zowe , J. 1990 . Curved search methods for unconstrained optimization . Optimization , 21 ( 5 ) : 669 – 695 .
   Google Scholar
• Dennis , J.E. and Schnabe , R.B. 1983 . Numerical Methods for Unconstrained Optimization and Non-linear Equations , New Jersey : Prentice Hall .
   Google Scholar
• Erlander , S. 1981 . Entropy in linear programs . Mathematical Programming , 21 : 137 – 151 .
   Web of Science ®Google Scholar
• Eriksson J. R. Algorithms for entropy and mathematical programming Linkoping University Sweden 1981 Ph.D. thesis
   Google Scholar
• Fang , S.C. 1992 . An unconstrained convex programming view of Linear Programming . Zeischrift fur Operations Research , 36 : 149 – 161 .
   Google Scholar
• Fang , S.C. and Puthenpura , S. 12 1992 . Linear Optimization: Theory and Algorithms, North Carolina State University OR Lecture Notes , 12 , New Jersey : Prentice Hall .
   Google Scholar
• Fang , S.C. and Tsao , H-S.J. 9 1992 . “ Linear Programming with Entropic Perturbation ” . In Zeischrift für Operations Research , 9 , Berkeley, CA : Institute of Transportation Studies, University of California . UCB-ITS-RR-92-6
   Google Scholar
• Fiacco , A.V. and McCormick , G.P. 1968 . Nonlinear Programming: Sequential Unconstrained Minimization Techniques , New York : Wiley .
   Google Scholar
• Goldfarb , D. and Liu , S. 1991 . An O(n 3 L) primal interior point algorithm for convex quadratic programming . Mathematical Programming , 49 : 325 – 340 .
   Web of Science ®Google Scholar
• Guiasu , S. 1977 . Information Theory with Applications , New York : McGraw-Hill .
   Google Scholar
• Kapoor , S. and Vaidya , P.M. 1986 . Fast algorithms for convex quadratic programming and multicommodity flows . Proceedings of the 18th Annual Symposium on Theory of Computing . 1986 . pp. 147 – 159 .
   Google Scholar
• Karmarkar , N. 1984 . A new polynomial time algorithm for linear programming . Combinatorica , 4 : 373 – 395 .
   Web of Science ®Google Scholar
• Mehrotra , S. and Sun , J. 1990 . An algorithm for convex quadratic programming that requires O(n 3.5 L) arithmetic operations . Mathematics of Operations Research , 15 : 342 – 363 .
   Web of Science ®Google Scholar
• Monterio , R.C. and Adler , I. 1990 . A polynomial-time primal-dual affine scaling algorithm for linear and convex quadratic programming and its power series extension . Mathematics of Operations Research , 15 : 191 – 214 .
   Web of Science ®Google Scholar
• Peterson , E.L. 1976 . Geometric Programming . SIAM Review , 19 : 1 – 45 .
   Google Scholar
• Rajasekera , J.R. and Fang , S.C. 1991 . On the convex programming approach to linear programming . Operations Research Letters , 10 8 : 309 – 312 .
   Google Scholar
• Rajasekera , J.R. and Fang , S.C. 1992 . Deriving an unconstrained convex program for linear programming . to appear in Journal of Optimization Theory and Applications , 75 ( 3 ) 12
   Google Scholar
• Rockafellar , R.T. Convex Analysis
   Google Scholar