An interior point method for quadratic programs based on conjugate projected gradients

DOI10.1007/BF01299140zbMath0778.90048MaRDI QIDQ1260618

Tamra J. Carpenter, David F. Shanno

Publication date: 30 August 1993

Published in: Computational Optimization and Applications (Search for Journal in Brave)

zbMATH Keywords

interior point methodconjugate projected gradient procedurelarge-scale convex quadratic programming

Mathematics Subject Classification ID

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

Related Items

On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods, On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems, Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning, Symbiosis between linear algebra and optimization

Uses Software

• ALPO
• GAMS
• MINOS

Cites Work

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