A class of methods for solving large, convex quadratic programs subject to box constraints

DOI10.1007/BF01586934zbMath0737.90046MaRDI QIDQ1177230

Eugene K. Yang, Jon W. Tolle

Publication date: 26 June 1992

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

box constraintsconjugate gradient-type algorithmssparse large-scale programming

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Cites Work

• A sparse sequential quadratic programming algorithm
• A class of methods for solving large, convex quadratic programs subject to box constraints
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
• Minimization of a Quadratic Function of Many Variables Subject only to Lower and Upper Bounds
• The conjugate gradient method in extremal problems

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