LOQO:an interior point code for quadratic programming

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Loqo: an Interior Point Code for Quadratic Programming

ABSTRACT. This paper describes a software package, called LOQO, which implements a primaldual interior-point method for general nonlinear programming. We focus in this paper mainly on the algorithm as it applies to linear and quadratic programming with only brief mention of the extensions to convex and general nonlinear programming, since a detailed paper describing these extensions were publis...

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ژورنال

عنوان ژورنال: Optimization Methods and Software

سال: 1999

ISSN: 1055-6788,1029-4937

DOI: 10.1080/10556789908805759