The convex quadratic programming problem

The purpose of this paper is to investigate the convex quadratic programming problem and its applications. The emphasis is on methods for solving the convex quadratic programming problem.

Chapter I discusses the general background of the problem and developes necessary and sufficient conditions for a solution of the problem.

Chapter II presents Wolfe's algorithm for solving convex quadratic programs. Chapter III investigates Lemke's algorithm for solving this problem.

Chapter IV discusses a recent barrier function method for solving the convex quadratic programming problem.

Chapter V introduces an active set method for solving the problem.

Chapter VI discusses applications of quadratic programming in optimal portfolio analysis and in finding the optimal search direction in a general mathematical programming problem.