X hits on this document

53 views

0 shares

0 downloads

0 comments

12 / 15

IE417 Lecture 24

11

Quadratic Programming

  • For convex QP problems, there exists polynomial time algorithms (barrier methods, for instance).

  • If the Hessian has even a single negative eigenvalue, these problems are NP-hard in general.

  • However, we can attempt to nd KKT points.

  • Consider QP: min c>x + x>Hx)/2 s t Ax b x0

Document info
Document views53
Page views53
Page last viewedSat Jan 21 23:53:08 UTC 2017
Pages15
Paragraphs182
Words1167

Comments