On a conjugate directions method for solving strictly convex QP problem

DOI10.1007/S00186-017-0607-ZMaRDI QIDQ684136zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Andrzej Stachurski

Publication date 9 February 2018

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s00186-017-0607-z

zbMATH Keywords

conjugate directionsdistributed calculationsquadratic programming problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Cites work

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Cited in

(2)

• The projected Barzilai-Borwein method with fall-back for strictly convex QCQP problems with separable constraints
• A conjugate direction based simplicial decomposition framework for solving a specific class of dense convex quadratic programs

Describes a project that uses

Uses Software

• CSparse
• MASTAN
• SelInv
• Harwell-Boeing sparse matrix collection
• SparseMatrix
• MatrixMarket

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