An algorithm for indefinite quadratic programming based on a partial Cholesky factorization (Q4284119)

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scientific article; zbMATH DE number 522695
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An algorithm for indefinite quadratic programming based on a partial Cholesky factorization
scientific article; zbMATH DE number 522695

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    An algorithm for indefinite quadratic programming based on a partial Cholesky factorization (English)
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    24 March 1994
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    partial Cholesky factorization
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    diagonal pivoting strategy
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    negative curvature directions
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    updating matrix factorizations
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