Practical error bounds for a class of quadratic programming problems

Article type: Research Article

Authors: Charnes, Abraham | Semple, John

Affiliations: Center for Cybernetic Studies, University of Texas at Austin Austin, TX 78712-1177, USA | College of Business, University of Texas at Arlington Arlington, TX 76019, USA

Abstract: Error bounds are developed for a class of quadratic programming problems. The absolute error between an approximate feasible solution, generated via a dual formulation, and the true optimal solution is measured. Furthermore, these error bounds involve considerably less work computationally than existing estimates.

Keywords: quadratic programming, nonlinear programming, error estimates

DOI: 10.3233/INF-1991-2302

Journal: Informatica, vol. 2, no. 3, pp. 352-366, 1991