Alternative Approach To Wolfe’s Modified Simplex Method For Quadratic Programming Problems

Abstract

In this paper, an alternative approach to the Wolfe’s method for Quadratic Programming is suggested. Here we proposed a new approach based on the iterative procedure for the solution of a Quadratic Programming Problem by Wolfe’s modified simplex method. The method sometimes involves less or at the most an equal number of iteration as compared to computational procedure for solving NLPP. We observed that there is change in the rule of selecting pivot vector at initial stage and thereby for some NLPP it takes more number of iteration to achieve optimality. Here at the initial step we choose the pivot vector on the basis of new rules of method described below.  This powerful technique is better understood by resolving a cycling problem.