A method is given for maximizing a linear function subject to a quadratic and a number of linear constraints. The method differs from general convex programming methods by terminating in a finite ...

Example 8.10: Quadratic Programming The quadratic program can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the ...

The purpose of this paper is to develop a useful technique for solving linear programmes involving more than one objective function. Motivation for solving multicriterion linear programmes is given ...