| dc.description.abstract | Quadratic programming problem is one of nonlinear optimization problem which is very
important, because appears in some aspects including economics, applied science, and
technique. One of method that can be used to solve quadratic programming problem is
active set method. In this thesis will be applied active set method for solving quadratic
programming problem. The use of active set method for solving quadratic programming
problem will generate a point in each iteration. Each point generated by active set method at each iteration will remain to retain feasibility and optimality. For
each iteration, active set method solves subproblem of quadratic programming with a
subset of equality constraints. These subsets are called working set. In a number
of finite iteration, a point generated in each iteration will be convergence in a KKT
(Karus Kuhn Tucker) point which is this point is solution of quadratic programming
problem. | en_US |
