An alternative approach to solve quadratic programming problem with homogeneous constraints

Abstract

In this paper, we have developed an alternative approach to solve quadratic programming problem with homogenous constraints. Our approach is an alternative to the existing variable elimination method to remove homogeneous constraints. Using the homogenous constraint a transformation matrix T is constructed which helps in reducing the given quadratic programming problem into another quadratic programming problem having fewer constraints. A relationship between the original problem and the transformed problem is also established which ensures that the solution of the original problem can be obtained from the transformed problem. Theoretical results are illustrated with the help of a numerical example. � Research India Publications.