scholarly journals An algorithm for indefinite quadratic programming based on a partial Cholesky factorization

1993 ◽  
Vol 27 (4) ◽  
pp. 401-426 ◽  
Author(s):  
E. Casas ◽  
C. Pola

In this paper, we give in section (1) compact description of the algorithm for solving general quadratic programming problems (that is, obtaining a local minimum of a quadratic function subject to inequality constraints) is presented. In section (2), we give practical application of the algorithm, we also discuss the computation work and performing by the algorithm and try to achieve efficiency and stability as possible as we can. In section (3), we show how to update the QR-factors of A1 (K), when the tableau is complementary ,we give updating to the LDLT-Factors of (K ) A G . In section (4) we are not going to describe a fully detailed method of obtaini


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