An Algorithm for Large-Scale Quadratic Programming
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Publication:3349883
DOI10.1093/imanum/11.3.299zbMath0727.65055MaRDI QIDQ3349883
Publication date: 1991
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/11.3.299
active set method; Numerical results; sparse LU factorization; large-scale quadratic programming; Harwell Subroutine Library
65K05: Numerical mathematical programming methods
90C06: Large-scale problems in mathematical programming
90C20: Quadratic programming
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