A new algorithm for the general quadratic programming problems with box constraints

DOI10.1007/s11075-009-9358-0zbMath1197.65064OpenAlexW2160340424MaRDI QIDQ5962186

Peng Wang, Lin Ma, Jian-Ling Li

Publication date: 21 September 2010

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-009-9358-0

zbMATH Keywords

algorithmquadratic programmingnumerical examplesbox constraintsbranch-and-boundCholesky factorizationlower boundD. C. decomposition

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

Related Items (1)

Outcome-space branch-and-bound outer approximation algorithm for a class of non-convex quadratic programming problems

Cites Work

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