×

zbMATH — the first resource for mathematics

Inertia-controlling methods for general quadratic programming. (English) Zbl 0734.90062
The aim of the paper is to present an overview of a class of active-set methods for general quadratic programs with lower-bound inequality constraints. After the introduction, section 2 describes the algorithmic structure of active-set QP methods. Section 3 presents the theoretical background used in proving that inertia-controlling methods are well defined. The next section deals with theoretical properties of inertia- controlling methods, among others the equations used to define the search direction after the working set has been chosen. Section 5 includes recurrence relations and in section 6 there are two particular methods, the first of which is based on the recurrence relations of 5. The paper ends with conclusions and topics for further research and with an exhaustive list of references.

MSC:
90C20 Quadratic programming
65K05 Numerical mathematical programming methods
90-08 Computational methods for problems pertaining to operations research and mathematical programming
Software:
NPSOL
PDF BibTeX XML Cite
Full Text: DOI