NEW APPROACH FOR WOLFE’S MODIFIED SIMPLEX METHOD TO SOLVE QUADRATIC PROGRAMMING PROBLEMS

Kirtiwant P. Ghadle, Tanaji S. Pawar

Abstract: In this paper, an alternative method for Wolfe’s modified simplex method is introduced. This method is easy to solve quadratic programming problem (QPP) concern with non-linear programming problem (NLPP). In linear programming models, the characteristic assumption is the linearity of the objective function and constraints. Although this assumption holds in numerous practical situations, yet we come across many situations where the objective function and some or all of the constraints are nonlinear functions. The non-linearity of the functions makes the solution of the problem much more involved as compared to LPPs and there is no single algorithm like the simplex method, which can be employed to solve efficiently all NPPs.

Keywords: Quadratic programming problem, New approach, Modified simplex method, and Optimal solution.

DOI: https://doi.org/10.15623/ijret.2015.0401055