This paper presents anO(n 2) method for solving the parametric quadratic program
having lower and upper bounds on the variables, for all nonnegative values of the parameter λ. Here,D is a positive diagonal matrix,a an arbitraryn-vecotr, each γ j ,j=1, ...,n, andc are arbitrary scalars. An application to economics is also presented.
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The authors wish to thank Professor T. Nguyen, Department of Economics, University of Waterloo, for directing their attention to tax programming models.
Communicated by D. F. Shanno
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Best, M.J., Chakravarti, N. AnO(n 2) active set method for solving a certain parametric quadratic program. J Optim Theory Appl 72, 213–224 (1992). https://doi.org/10.1007/BF00940516
- Strong polynomiality
- active set methods
- tax programming models