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A Computer Comparison of Four Quadratic Programming Algorithms

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  • Raymond J. Braitsch, Jr.

    (The Ohio State University)

Abstract

This paper compares the computational performance of the quadratic programming algorithms of Dantzig, Beale, Wolfe and a modification of Wolfe's algorithm. Problems are generated and solved on the computer with iteration count serving as the principal method of comparison. The effect of certain problem parameters on rate of convergence is considered and computer time and storage requirements of the four algorithms are discussed.

Suggested Citation

  • Raymond J. Braitsch, Jr., 1972. "A Computer Comparison of Four Quadratic Programming Algorithms," Management Science, INFORMS, vol. 18(11), pages 632-643, July.
    • Handle: RePEc:inm:ormnsc:v:18:y:1972:i:11:p:632-643
    DOI: 10.1287/mnsc.18.11.632
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