A weighted gram-schmidt method for convex quadratic programming
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Publication:3337227
DOI10.1007/BF02591884zbMath0545.90080MaRDI QIDQ3337227
Nicholas I. M. Gould, Walter Murray, Margaret H. Wright, Philip E. Gill, Michael A. Saunders
Publication date: 1984
Published in: Mathematical Programming (Search for Journal in Brave)
bound constraintsconvex quadratic programmingactive-set strategyrange-space methodupdated orthogonal factorizations
Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20) Methods of successive quadratic programming type (90C55)
Related Items (7)
Primal and dual active-set methods for convex quadratic programming ⋮ A regularized decomposition method for minimizing a sum of polyhedral functions ⋮ A practical factorization of a Schur complement for PDE-constrained distributed optimal control ⋮ Complexity and convergence certification of a block principal pivoting method for box-constrained quadratic programs ⋮ A null-space method for computing the search direction in the general inertia-controlling method for dense quadratic programming ⋮ A range-space implementation for large quadratic programs with small active sets ⋮ Methods for convex and general quadratic programming
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- A computational method for the indefinite quadratic programming problem
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- Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
- Numerically stable methods for quadratic programming
- Matrix factorizations in optimization of nonlinear functions subject to linear constraints
- Methods for Modifying Matrix Factorizations
- A General Quadratic Programming Algorithm
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