Inertia-Controlling Methods for General Quadratic Programming
نویسندگان
چکیده
منابع مشابه
Inertia-Controlling Methods for General Quadratic Programming
Active-set quadratic programming (QP) methods use a working set to define the search direction and multiplier estimates. In the method proposed by Fletcher in 1971, and in several subsequent mathematically equivalent methods, the working set is chosen to control the inertia of the reduced Hessian, which is never permitted to have more than one nonpositive eigenvalue. (We call such methods inert...
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ژورنال
عنوان ژورنال: SIAM Review
سال: 1991
ISSN: 0036-1445,1095-7200
DOI: 10.1137/1033001