Vasile Preda and Costel Balcau: Convex quadratic programming with weighted entropic perturbation, p.57-64

Abstract:

We extend the unconstrained convex programming approach to solving the standard-form quadratic programming problem with weighted entropic perturbation. We construct a geometric dual problem for the proposed problem and we prove their weak and strong duality theorems.

Key Words: Convex quadratic programming, entropic perturbation, geometric programming method, duality theorems.

2000 Mathematics Subject Classification: Primary: 90C20,
Secondary: 90C25, 94A17.

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