An equivalence between two algorithms for general quadratic programming

DOI10.1007/BF02112643MaRDI QIDQ580181zbMATH OpenOpenAlexFDO

Authors Shucheng Liu

Publication date 1987

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02112643

zbMATH Keywords

computational results

Mathematics Subject Classification ID

Quadratic programming (90C20)

Review text

We demonstrate that the general quadratic programming algorithms of \textit{R. Fletcher} [J. Inst. Math. Appl. 7, 76-91 (1971; Zbl 0226.90036)] and \textit{E. L. Keller} [Math. Program. 5, 311-337 (1973; Zbl 0276.90044)] are equivalent in the sense that they generate identical sequences of points. Such an equivalence of the two algorithms extends earlier results for convex quadratic programming due to \textit{M. J. Best} [ibid. 30, 71-87 (1984; Zbl 0551.90074)]. Several computational results have verified this equivalence.

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Cites work

• A General Quadratic Programming Algorithm
• Equivalence of some quadratic programming algorithms
• Simplicial methods for quadratic programming
• The general quadratic optimization problem

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• scientific article; zbMATH DE number 3968371 (Why is no real title available?)
• Comparison of generalized Q- function algorithms (Corresp.)

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