Practical error bounds for a class of quadratic programming problems
Volume 2, Issue 3 (1991), pp. 352–366
Pub. online: 1 January 1991
Type: Research Article
Published
1 January 1991
1 January 1991
Abstract
Error bounds are developed for a class of quadratic programming problems. The absolute error between an approximate feasible solution, generated via a dual formulation, and the true optimal solution is measured. Furthermore, these error bounds involve considerably less work computationally than existing estimates.