Error analysis of an algorithm for equality-constrained quadratic programming problems

DOI10.1007/BF02684471zbMath0865.65042MaRDI QIDQ2365379

Emanuele Galligani, Luca Zanni

Publication date: 10 July 1997

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

numerical examples; numerical stability; backward error analysis; linear equality-constrained quadratic programming; orthogonal factorization method

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C20: Quadratic programming

65G50: Roundoff error

Related Items

Formulas for calculating the extremum ranks and inertias of a four-term quadratic matrix-valued function and their applications, Solving optimization problems on ranks and inertias of some constrained nonlinear matrix functions via an algebraic linearization method, Structured backward errors for KKT systems

Uses Software

• LINPACK

Cites Work

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• Numerical solution of linear least-squares problems with linear equality constraints
• Error analysis of null space algorithm for linear equality constrained least squares problems
• A note on rounding-error analysis of Cholesky factorization
• A Compact Algorithm for Computing the Stationary Point of a Quadratic Function Subject to Linear Constraints
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
• Perturbation Theory for the Least Squares Problem with Linear Equality Constraints