An Algorithm for Large-Scale Quadratic Programming

DOI10.1093/IMANUM/11.3.299zbMATH Open0727.65055OpenAlexW2060753484MaRDI QIDQ3349883FDOQ3349883

Authors: Nicholas I. M. Gould 

Publication date: 1991

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/11.3.299

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zbMATH Keywords

active set methodNumerical resultssparse LU factorizationlarge-scale quadratic programmingHarwell Subroutine Library

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Large-scale problems in mathematical programming (90C06)

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