Conjectures on an algorithm for convex parametric quadratic programs
Spjotvold J. and Kerrigan E. C. and Jones C. N. and Johansen T. A. and Tondel P.
October 2004
Technical Report: CUED/F-INFENG/TR.496
Abstract
An algorithm for convex parametric QPs is studied. The algorithm explores the
parameter space by stepping a sufficiently small distance over the
facets of each critical region and thereby identifying the
neighboring regions. Some conjectures concerning this algorithm
and the structure of the solution of a parametric QP are
presented.
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BibTex Entry
- @TechReport{spjotvold:kerrigan:jones:johansen:tondel:2004,
- author = {Spjotvold J. and Kerrigan E. C. and Jones C. N. and Johansen T. A. and Tondel P.},
- institution = {Department of Engineering, University of Cambridge},
- title = {Conjectures on an algorithm for convex parametric quadratic programs},
- year = {2004},
- address = {Cambridge, UK},
- bibkey = {spjotvold:kerrigan:jones:johansen:tondel:2004},
- month = {October},
- note = {CUED/F-INFENG/TR.496}
- }
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