A Solver for large-scale indefinite quadratic programs

被引：0
|
作者：
Seyoung Oh
机构：
[1] Chungnam National University,Department of Mathematics
来源：
Korean Journal of Computational & Applied Mathematics | 1999年 / 6卷 / 3期
关键词：
68N99; indefinite quadratic; active set strategy;
D O I：
10.1007/BF03009944
中图分类号：
学科分类号：
摘要：
Based on an active set strategy, a method for solving linearly constrained indefinite quadratic programs to solve the corresponding system of equations at each iteration is presented. The algorithm takes two descent directions to strictly decrease the value of objective function and obtains a suitable step to maintain feasibility. Computational results on a range of quadratic test problems are given.
引用
收藏
页码：501 / 511
页数：10
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