Abstract
A principal pivoting algorithm is given for finding local minimizing points for general quadratic minimization problems. The method is a generalization of algorithms of Dantzig, and Van de Panne and Whinston for convex quadratic minimization problems.
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This paper is based on part of the author's doctoral dissertation written under Dr. Robert M. Thrall at the University of Michigan. The author was partially supported by funds from contract number DA-ARO-D-31-124-0767 with the U.S. Army Research Office, Durham.
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Keller, E.L. The general quadratic optimization problem. Mathematical Programming 5, 311–337 (1973). https://doi.org/10.1007/BF01580136
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DOI: https://doi.org/10.1007/BF01580136