## Some Generalizations Of The Criss-Cross Method For Quadratic Programming (1992)

Venue: | MATH. OPER. UND STAT. SER. OPTIMIZATION |

Citations: | 13 - 8 self |

### BibTeX

@ARTICLE{Klafszky92somegeneralizations,

author = {Emil Klafszky and Tamás Terlaky},

title = {Some Generalizations Of The Criss-Cross Method For Quadratic Programming},

journal = {MATH. OPER. UND STAT. SER. OPTIMIZATION},

year = {1992},

volume = {24},

pages = {127--139}

}

### Years of Citing Articles

### OpenURL

### Abstract

Three generalizations of the criss-cross method for quadratic programming are presented here. Tucker's, Cottle's and Dantzig's principal pivoting methods are specialized as diagonal and exchange pivots for the linear complementarity problem obtained from a convex quadratic program. A finite criss-cross method, based on least-index resolution, is constructed for solving the LCP. In proving finiteness, orthogonality properties of pivot tableaus and positive semidefiniteness of quadratic matrices are used. In the last section some special cases and two further variants of the quadratic criss-cross method are discussed. If the matrix of the LCP has full rank, then a surprisingly simple algorithm follows, which coincides with Murty's `Bard type schema' in the P matrix case.