Abstract
In this paper, we demonstrate that the general quadratic programming algorithms of Fletcher, and Keller are equivalent in the sense that they generate identical sequences of points. Such an equivalence of the two algorithms extends earlier results for convex quadratic programming due to Best. Several computational results have verified this equivalence.
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References
Best, M. J., Equivalence of some quadratic programming algorithms,Math. Prog.,30:1 (1984), 71–87.
Fletcher, R., A general quadratic programming algorithm,J. Inst. Maths. Applics.,7 (1971), 76–91.
Keller, E. L., The general quadratic optimization problem,Math. Prog.,5:3 (1973), 311–337.
Van de Panne, C. and A. Whinston, The simplex and dual method for quadratic programming,Operational Besearch Quarterly,15:4 (1964), 355–389.
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Liu, S. An equivalence between two algorithms for general quadratic programming. Acta Mathematicae Applicatae Sinica 3, 37–49 (1987). https://doi.org/10.1007/BF02112643
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DOI: https://doi.org/10.1007/BF02112643