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Some simple constructive proofs are given of solutions to the matric system Mz - \omega - q; z \geqq 0; \omega \geqq 0; and z<sup>T</sup> \omega - 0, for various kinds of data M, q, which embrace the quadratic programming problem and the problem of finding equilibrium points of bimatrix games. The general...
Persistent link: https://www.econbiz.de/10009214147
This paper describes a method of minimizing a strictly convex quadratic functional of several variables constrained by a system of linear inequalities. The method takes advantage of strict convexity by first computing the absolute minimum of the functional. In the event that the values of the...
Persistent link: https://www.econbiz.de/10009197130