A Deterministic Dynamic Programming Approach For Optimization Problem With Quadratic Objective Function And Linear Constraints

S. Kavitha & Nirmala P. Ratchagar
This paper presents the novel deterministic dynamic programming approach for solving optimization problem with quadratic objective function with linear equality and inequality constraints. The proposed method employs backward recursion in which computations proceeds from last stage to first stage in a multi-stage decision problem. A generalized recursive equation which gives the exact solution of an optimization problem is derived in this paper. The method is purely analytical and avoids the usage of initial solution. The...
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