Error analysis of an algorithm for equality-constrained quadratic programming problems (Q2365379): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error analysis of an algorithm for equality-constrained quadratic programming problems |
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Error analysis of an algorithm for equality-constrained quadratic programming problems (English)
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10 July 1997
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Using backward error analysis the numerical stability of an orthogonal factorization method for linear equality-constrained quadratic programming problems is studied. In order to obtain bounds for inherent and algorithmic error a perturbation formula is considered. Backward error analysis of the computing method is developed and the numerical stability is also analyzed experimentally on a class of test problems.
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numerical examples
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backward error analysis
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numerical stability
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orthogonal factorization method
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linear equality-constrained quadratic programming
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