Exploiting convexity in direct Optimal Control: a sequential convex quadratic programming method

2016 ◽  
Author(s):  
Robin Verschueren ◽  
Niels van Duijkeren ◽  
Rien Quirynen ◽  
Moritz Diehl
Keyword(s):  
Optimal Control ◽  
Quadratic Programming ◽  
Convex Quadratic Programming ◽  
Programming Method ◽  
Direct Optimal Control ◽  
Quadratic Programming Method

scholarly journals Optimal use of quadratic programming method for alignment of geodesic networks

2019 ◽  
Vol 15 (2) ◽  
pp. 38-42
Author(s):  
O.S. Goncharenko ◽  
V.N. Gladilin ◽  
L. Šiaudinytė
Keyword(s):  
Quadratic Programming ◽  
Programming Method ◽  
Quadratic Programming Method

scholarly journals The Quadratic Programming Method for Extracting Emission Line Maps from Line-blended Narrowband Images

2019 ◽  
Vol 158 (4) ◽  
pp. 145
Author(s):  
Toshiya Ueta ◽  
Hiroyuki Mito ◽  
Masaaki Otsuka ◽  
Yoshikazu Nakada ◽  
Blair C. Conn ◽  
...  
Keyword(s):  
Quadratic Programming ◽  
Emission Line ◽  
Programming Method ◽  
Quadratic Programming Method

scholarly journals PERBANDINGAN METODE SEPARABLE PROGRAMMING DAN QUADRATIC PROGRAMMING DALAM PEMECAHAN MASALAH PEMROGRAMAN NONLINIER

2019 ◽  
Vol 8 (4) ◽  
pp. 277
Author(s):  
I GEDE WIKAN ADIWIGUNA ◽  
G.K GANDHIADI ◽  
NI MADE ASIH
Keyword(s):  
Nonlinear Programming ◽  
Quadratic Programming ◽  
Linear Function ◽  
Nonlinear Model ◽  
Simplex Method ◽  
Programming Method ◽  
Single Variable ◽  
Separable Programming ◽  
Quadratic Programming Method

The Separable programming method solves nonlinear programming problems by transforming a nonlinear shape that consists of a single variable into a linear function and resolved by the simplex method. Meanwhile, the quadratic programming method accomplishes the two degrees nonlinear model by transforming the nonlinear shape into linear function with the Kuhn Tucker Conditions and resolved by the simplex Wolfe method. Both of these methods are applied to the Markowitz’s portfolio model, which is to find the proportion of stock funds to obtain maximum profits by combination of three shares, such as BMRI, GGRM, and ICBP. The completion using the quadratic programming method is more effective and efficient with the same optimum value.

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