An efficient algorithm for solving a maximization problem under linear and quadratic inequality constraints

This paper presents an efficient algorithm which solves the mathematical programming linear problem of finding the maximum of a real variable subject to a set of linear and quadratic inequality constraints. The proposed algorithm is based on an analytical procedure which exploits the linear and quadratic form of the inequality constraints and gives the solution, if it exists, in a finite number of steps with a light computational burden. The application of the proposed algorithm is shown in a numerical example.