On modified Lemke algorithm for solving quadratic programming problems

Author & Affiliation:
AKPAN, S. S.
Department of Maths/Stats and Computer Science. University of Calabar (NIGERAI)
NDUKA, E. C.
Department of Maths/Stats University of Port Harcourt, Port Harcourt (NIGERIA)
Udo, M. E.
Department of Maths/Stats and Computer Science University of Calabar, Calabar (NIGERIA)
Keyword:
Modified Lemke , Algorithm, Quadratic
Issue Date:
December 2008
Abstract:

It is very clear from many literature that the traditional methods for solving any quadratic programming problem including that of Lemke is basically tableau transformation were a new tableau is generated from the immediate preceding one by series of elementary tableau transformation where the entering variable is the minimum value chosen from the minimum ratio test criterion. This we noticed tend to worsen the problem of round off error especially in this modern age were information are easily assessed through computer. 

In this paper we modify Lemke algorithm by introducing the matrix algebra approach instead of the usual tableau transformation to control the accuracy of the inverse of the Hessian matrix. This we observe actually check the problem of the round off error.

Pages:
557-566
ISSN:
2319-8052 (Online) - 2231-3478 (Print)
Source:
DOI:
jusps-B
Share This:
Facebook Twitter Google Plus LinkedIn Reddit

Copy the following to cite this article:

A. S. S.; N. E. C.; U. M. E., "On modified Lemke algorithm for solving quadratic programming problems", Journal of Ultra Scientist of Physical Sciences, Volume 20, Issue 3, Page Number 557-566, 2018

Copy the following to cite this URL:

A. S. S.; N. E. C.; U. M. E., "On modified Lemke algorithm for solving quadratic programming problems", Journal of Ultra Scientist of Physical Sciences, Volume 20, Issue 3, Page Number 557-566, 2018

Available from: http://www.ultraphysicalsciences.org/paper/1380/

Ansari Education And Research Society
Facebook Google Plus Twitter
Website developed by