A direct active set algorithm for large sparse quadratic programs with simple bounds

DOI10.1007/BF01589112zbMath0691.90070MaRDI QIDQ583116

Laurie A. Hulbert, Thomas F. Coleman

Publication date: 1989

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

projection techniquesdefinite problemsdirect active set methodindefinite caselarge sparse quadratic programs

Mathematics Subject Classification ID

Related Items (15)

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Uses Software

• LINPACK
• GQTPAR
• symrcm
• SONEST
• CONEST

Cites Work

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• Sparse Partial Pivoting in Time Proportional to Arithmetic Operations
• Computing the Minimum Fill-In is NP-Complete
• Minimization of a Quadratic Function of Many Variables Subject only to Lower and Upper Bounds
• Algorithmic Aspects of Vertex Elimination on Graphs
• Numerically stable methods for quadratic programming
• A comparasion of three resequencing algorithms for the reduction of matrix profile and wavefront
• Projected Newton Methods for Optimization Problems with Simple Constraints
• A General Quadratic Programming Algorithm

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