The Capacity Method of Quadratic Programming

The Capacity Method of Quadratic Programming

A method is presented for assigning nonnegative values to several variables so as to maximize a given quadratic objective function while satisfying given linear constraints with nonnegative coefficients. The method is parametoic and iterative; it leads to the solution is a finite number of steps. De...

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Veröffentlicht in:Econometrica 1960-01, Vol.28 (1), p.62-87
1. Verfasser: Houthakker, H. S.
Format: Artikel
Sprache:eng
Schlagworte:
Coefficients
Commodities
Critical points
Expenditures
Linear programming
Marginal utility
Matrices
Objective functions
Prices
Profits
Quadratic programming
Utility functions
Variable coefficients
Zero
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Zusammenfassung:A method is presented for assigning nonnegative values to several variables so as to maximize a given quadratic objective function while satisfying given linear constraints with nonnegative coefficients. The method is parametoic and iterative; it leads to the solution is a finite number of steps. Detailed computing directions are given in the Appendix.
ISSN:0012-9682
1468-0262
DOI:10.2307/1905294