Error analysis of an algorithm for equality-constrained quadratic programming problems
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Publication:2365379
DOI10.1007/BF02684471zbMath0865.65042MaRDI QIDQ2365379
Emanuele Galligani, Luca Zanni
Publication date: 10 July 1997
Published in: Computing (Search for Journal in Brave)
numerical examples; numerical stability; backward error analysis; linear equality-constrained quadratic programming; orthogonal factorization method
65K05: Numerical mathematical programming methods
90C20: Quadratic programming
65G50: Roundoff error
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Formulas for calculating the extremum ranks and inertias of a four-term quadratic matrix-valued function and their applications, Solving optimization problems on ranks and inertias of some constrained nonlinear matrix functions via an algebraic linearization method, Structured backward errors for KKT systems
Uses Software
Cites Work
- Numerical solution of linear least-squares problems with linear equality constraints
- Error analysis of null space algorithm for linear equality constrained least squares problems
- A note on rounding-error analysis of Cholesky factorization
- A Compact Algorithm for Computing the Stationary Point of a Quadratic Function Subject to Linear Constraints
- The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
- Perturbation Theory for the Least Squares Problem with Linear Equality Constraints
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