An Infeasible Active Set Method for Quadratic Problems with Simple Bounds

DOI10.1137/S1052623400376135zbMath1043.90061OpenAlexW2076887500MaRDI QIDQ4441947

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Publication date: 19 January 2004

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623400376135

zbMATH Keywords

convex programmingprimal-dual active set method

Mathematics Subject Classification ID

Convex programming (90C25) Numerical methods involving duality (49M29) Quadratic programming (90C20)

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Uses Software

• TRON