A numerically stable least squares solution to the quadratic programming problem

DOI10.2478/S11533-008-0012-1MaRDI QIDQ2425561zbMATH OpenOpenAlexFDO

Authors Evald Übi

Publication date 6 May 2008

Published in Central European Journal of Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported

Full work available at URL https://doi.org/10.2478/s11533-008-0012-1

zbMATH Keywords

Householder transformationsuccessive projectionsystem of linear inequalities

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Quadratic programming (90C20)

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Cites work

• A numerically stable dual method for solving strictly convex quadratic programs
• Exact and stable least squares solution to the linear programming problem
• Extensions of Hildreth’s Row-Action Method for Quadratic Programming
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• On stable least squares solution to the system of linear inequalities
• On the quadratic programming algorithm of Goldfarb and Idnani

Cited in

(11)

• Solving quadratic programs to high precision using scaled iterative refinement
• The best approximate solution of the inconsistent linear system via a quadratic penalty function
• An approximate solution to linear and quadratic programming problems by the method of least squares
• On computing a stable least squares solution to the linear programming problem.
• scientific article; zbMATH DE number 3928729 (Why is no real title available?)
• scientific article; zbMATH DE number 4003917 (Why is no real title available?)
• An alternate numerical solution to the linear quadratic problem
• scientific article; zbMATH DE number 781292 (Why is no real title available?)
• A numerically stable dual method for solving strictly convex quadratic programs
• Mathematical programming via the least-squares method
• Numerical solution method for general interval quadratic programming

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• ZQPCVX

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