[6528] in s-news-athena
linear/quadratic programming
daemon@ATHENA.MIT.EDU (Colin Goodall)
Mon Feb 27 15:22:28 1995
Date: Mon, 27 Feb 95 14:23:07 EST
From: Colin Goodall <colin@stat.psu.edu>
To: s-news@utstat.toronto.edu
I have posted to Statlib a small set of functions for
quadratic programming using the LP/QP techniques described
by Bruce Brown and myself in ``Probability Statistics and
Optimization, A Tribute to Peter Whittle'' (ed. FP Kelly),
John Wiley (1994).
(I can send individual copies by e-mail in the interim
period before the functions are posted on Statlib.)
Colin Goodall crg@stat.psu.edu
Department of Statistics colin@stat.psu.edu
Pennsylvania State University 814-865-3993
University Park PA 16802 814-863-7114 (FAX)
