An Algorithm for Large-Scale Quadratic Programming

DOI10.1093/IMANUM/11.3.299MaRDI QIDQ3349883zbMATH OpenOpenAlexFDO

Authors Nicholas I. M. Gould

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

zbMATH Keywords

active set methodHarwell Subroutine Librarylarge-scale quadratic programmingNumerical resultssparse LU factorization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20)

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