A Newton's method for the continuous quadratic knapsack problem

DOI10.1007/s12532-014-0066-yzbMath1328.65135MaRDI QIDQ892383

Paulo J. S. Silva, Roberto Cominetti, Walter F. Mascarenhas

Publication date: 19 November 2015

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-014-0066-y

zbMATH Keywords

complexity; convergence; duality; numerical experiment; quadratic program; semismooth Newton; continuous quadratic knapsack; simplex projections

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C56: Derivative-free methods and methods using generalized derivatives

90C20: Quadratic programming

90C53: Methods of quasi-Newton type

65Y20: Complexity and performance of numerical algorithms

Uses Software

• SPG
• MersenneTwister
• SFMT
• NAPHEAP