A weighted gram-schmidt method for convex quadratic programming
نویسندگان
چکیده
منابع مشابه
A weighted gram-schmidt method for convex quadratic programming
Range-space methods for convex quadratic programming improve in efficiency as the number of constraints active at the solution decreases. In this paper we describe a range-space method based upon updating a weighted Gram-Schmidt factorization of the constraints in the active set. The updating methods described are applicable to both primal and dual quadratic programming algorithms that use an a...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1984
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf02591884