Algorithms for bound constrained quadratic programming problems

DOI10.1007/BF01396045zbMath0675.65061OpenAlexW1981648990MaRDI QIDQ1122320

Gerardo Toraldo, Jorge J. Moré

Publication date: 1989

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133360

zbMATH Keywords

algorithmnumerical resultsquadratic programminggradient projection methodactive set strategiesnumber of iterations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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Uses Software

• LINPACK
• GQTPAR

Cites Work

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• An O(n) algorithm for quadratic knapsack problems
• Solving the minimal least squares problem subject to bounds on the variables
• An alternating direction implicit algorithm for the solution of linear complementarity problems arising from free boundary problems
• Projections onto order simplexes
• A direct method for sparse least squares problems with lower and upper bounds
• A generalized conjugate gradient algorithm for solving a class of quadratic programming problems
• A class of methods for solving large, convex quadratic programs subject to box constraints
• On the convergence of projected gradient processes to singular critical points
• Iterative Methods for Large Convex Quadratic Programs: A Survey
• Computing a Trust Region Step
• Normal solutions of linear programs
• Projected gradient methods for linearly constrained problems
• On Linear Restricted and Interval Least-Squares Problems
• Quasi-Newton Updates with Bounds
• On the Identification of Active Constraints
• A polynomially bounded algorithm for a singly constrained quadratic program
• Global and Asymptotic Convergence Rate Estimates for a Class of Projected Gradient Processes
• On the Goldstein-Levitin-Polyak gradient projection method
• Projected Newton Methods for Optimization Problems with Simple Constraints

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