An \(O(n^2)\) active set algorithm for the solution of a parametric quadratic program (Q1971113)
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scientific article; zbMATH DE number 1421571
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| English | An \(O(n^2)\) active set algorithm for the solution of a parametric quadratic program |
scientific article; zbMATH DE number 1421571 |
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An \(O(n^2)\) active set algorithm for the solution of a parametric quadratic program (English)
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7 September 2000
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The author presents an \(O(n^2)\) active set algorithm for minimizing parametric quadratic functions of the form \[ \textstyle{{1\over 2}} x'Dx- a'x+ \lambda\max(c- \gamma'x, 0) \] or \[ \textstyle{{1\over 2}} x'Dx- a'x+\lambda|c- \gamma'x| \] subject to \(1\leq x\leq b\) for all nonnegative values of the parameter \(\lambda\). Numerical tests are not given.
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quadratic programming
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active set algorithm
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0.98820424
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0.9448166
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0.94181937
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0.9394232
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0.9306281
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0.9177474
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0.91266596
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