On a conjugate directions method for solving strictly convex QP problem

DOI10.1007/S00186-017-0607-ZzbMATH Open1387.90177DBLPjournals/mmor/Stachurski17OpenAlexW2755546414WikidataQ59609456 ScholiaQ59609456MaRDI QIDQ684136FDOQ684136

Andrzej Stachurski

Publication date: 9 February 2018

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

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

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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)

Cites Work

• The university of Florida sparse matrix collection
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• An efficient method for finding the minimum of a function of several variables without calculating derivatives
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• Function minimization by conjugate gradients
• A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property
• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• The conjugate gradient method in extremal problems
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• Recent computational developments in Krylov subspace methods for linear systems
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• A block conjugate gradient method applied to linear systems with multiple right-hand sides
• Novel preconditioners based on quasi-Newton updates for nonlinear conjugate gradient methods
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• A survey of direct methods for sparse linear systems

Cited In (1)

• The projected Barzilai-Borwein method with fall-back for strictly convex QCQP problems with separable constraints

Uses Software

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

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