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

DOI10.1051/ro/1993270404011zbMath0795.90048OpenAlexW2298107037MaRDI QIDQ4284119

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

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)

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Nonnegative control of finite-dimensional linear systems ⋮ Block pivoting and shortcut strategies for detecting copositivity

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