A computational method for the indefinite quadratic programming problem

DOI10.1016/0024-3795(80)90172-XzbMath0473.65036WikidataQ114852112 ScholiaQ114852112MaRDI QIDQ1158735

James R. Bunch, Linda Kaufman

Publication date: 1980

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

numerical example; local minimum; indefinite quadratic programming; stable decomposition of a symmetric matrix

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C20: Quadratic programming

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Cites Work

• A modified Newton method for minimization
• Some Stable Methods for Calculating Inertia and Solving Symmetric Linear Systems
• Numerically stable methods for quadratic programming
• Methods for Modifying Matrix Factorizations
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Analysis of the Diagonal Pivoting Method
• Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations
• On the reduction of a symmetric matrix to tridiagonal form
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