An algorithm for indefinite quadratic programming based on a partial Cholesky factorization
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Publication:4284119
DOI10.1051/ro/1993270404011zbMath0795.90048OpenAlexW2298107037MaRDI QIDQ4284119
Publication date: 24 March 1994
Published in: RAIRO - Operations Research (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/105069
negative curvature directionsupdating matrix factorizationsdiagonal pivoting strategypartial Cholesky factorization
Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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