can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the discussion of the LCP subroutine in Chapter 17, "Language ...

The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...

An example of the quadratic assignment problem (QAP) is the facility location problem, in which n facilities are assigned, at minimum cost, to n sites. Between each pair of facilities, there is a ...