Theory about the algorithms

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  • Jakob Schelbert

    Hi Luca,

    barrier is probably better known as interior point methods (https://en.wikipedia.org/wiki/Interior-point_method). The Wikipedia article contains some useful links to papers, for example from Stephen Boyd or Stephen Wright.

    The simplex method, although initially developed for linear objective function, can also be applied for (convex) quadratic objective functions. See for example the following papers:

    P. Wolfe. The simplex method for quadratic programming
    C. Van de Panne and A. Whinston. Simplicial methods for quadratic programmig

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  • Luca Vitale

    Thank you so much, I will start with these 2 papers! 

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