A weighted gram-schmidt method for convex quadratic programming

DOI10.1007/BF02591884MaRDI QIDQ3337227zbMATH OpenFDO

Authors Philip E. Gill, Nicholas I. M. Gould, Walter Murray, Michael A. Saunders, Margaret H. Wright

Publication date 1984

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02591884

zbMATH Keywords

active-set strategybound constraintsconvex quadratic programmingrange-space methodupdated orthogonal factorizations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

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Cites work

• A computational method for the indefinite quadratic programming problem
• A General Quadratic Programming Algorithm
• A numerically stable dual method for solving strictly convex quadratic programs
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• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• scientific article; zbMATH DE number 3363343 (Why is no real title available?)
• Matrix factorizations in optimization of nonlinear functions subject to linear constraints
• Methods for Modifying Matrix Factorizations
• Numerically stable methods for quadratic programming
• On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization

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(9)

• Complexity and convergence certification of a block principal pivoting method for box-constrained quadratic programs
• A range-space implementation for large quadratic programs with small active sets
• A delayed weighted gradient method for strictly convex quadratic minimization
• Methods for convex and general quadratic programming
• Primal and dual active-set methods for convex quadratic programming
• scientific article; zbMATH DE number 4152153 (Why is no real title available?)
• A regularized decomposition method for minimizing a sum of polyhedral functions
• A null-space method for computing the search direction in the general inertia-controlling method for dense quadratic programming
• A practical factorization of a Schur complement for PDE-constrained distributed optimal control

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