An equivalence between two algorithms for general quadratic programming (Q580181)
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scientific article; zbMATH DE number 4016604
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| English | An equivalence between two algorithms for general quadratic programming |
scientific article; zbMATH DE number 4016604 |
Statements
An equivalence between two algorithms for general quadratic programming (English)
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1987
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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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computational results
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0.9295187592506408
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0.7570533156394958
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