A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables (Q4717556)

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scientific article; zbMATH DE number 952582
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A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables
scientific article; zbMATH DE number 952582

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    A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables (English)
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    14 January 1997
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    interior Newton method
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    interior point method
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    quadratic programming
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    sparse Cholesky method
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    preconditioned conjugate gradient method
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    reflective Newton method
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    large-scale problem
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    convergence
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