An algorithm for indefinite quadratic programming based on a partial Cholesky factorization

DOI10.1051/RO/1993270404011zbMATH Open0795.90048OpenAlexW2298107037MaRDI QIDQ4284119FDOQ4284119

Authors: Cecilia Pola, Eduardo Casas 

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

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zbMATH Keywords

negative curvature directionsupdating matrix factorizationsdiagonal pivoting strategypartial Cholesky factorization

Mathematics Subject Classification ID

Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cited In (4)

• Block pivoting and shortcut strategies for detecting copositivity
• Nonnegative control of finite-dimensional linear systems
• Title not available (Why is that?)
• Computing Modified Newton Directions Using a Partial Cholesky Factorization

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