This page shows all publications that appeared in the IASI annual research reports. Authors currently affiliated with the Institute are always listed with the full name.

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IASI Research Report n. 300  (Previous    Next) 


Facchinei F., Lucidi S.

A method for the minimization of a quadratic convex function over the simplex.

ABSTRACT

The minimization of a quadratic function over the simplex occurs in many fields, such as nonsmooth optimization, economy, statistics and management science. We propose an algorithm based on a different exact penalty function that, under mild assumptions, finds the solution in a finite number of steps. Numerical results show that this approach is not affected by the ill conditioning, the degeneracy and the dimension of the problem.