Quadratic programming by Wolf's method (Scripts) Publisher's description
from Bapi Chatterjee
This script is capable of solving a convex quadratic programming problem by Wolf's method
This script is capable of solving a convex quadratic programming problem by Wolf's method. For the convergence of the algorithm it is necessary that either Hessian of the objective function be positive definite or positive semidefinite Hessian with linear term zero. For theory of Wolf method and QPP one may see "Numerical Optimization with Applications, Chandra S., Jayadeva, Mehra A., Alpha Science Internatinal Ltd, 2009."
System Requirements:MATLAB 7.8 (R2009a)
Program Release Status: New Release
Program Install Support: Install and Uninstall