Stable reduced Hessian updates for indefinite quadratic programming

Mathematical Programming, Series B

Volumn 87, Issue 2, 2000, Pages 251-264

  Fletcher, R ^a  

^a UNIVERSITY OF DUNDEE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 19844383895     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s101070050113     Document Type: Article

References (10)

1. Fletcher, R. (1987): Practical Methods of Optimization, 2nd Edition. John Wiley, Chichester
2. Fletcher, R. (1993): Resolving degeneracy in quadratic programming. Ann. Oper. Res. 47, 307-334
3. Fletcher, R. (1997): Dense Factors of Sparse Matrices. In: Buhmann, M.D., Iserles, A., eds., Approximation Theory and Optimization, Tributes to M.J.D. Powell. Cambridge University Press, pp. 145-166
4. Fletcher, R. (1998): Block Triangular Orderings and Factors for Sparse Matrices in LP. In: Griffiths, D.F., Higham, D.J., Watson, G.A., eds., Numerical analysis 1997. Pitman Research Notes in Mathematics 380. Longman, Harlow, pp. 91-110
5. Gentleman, W.M. (1973): Least squares computations by Givens transformations without square roots. J. Inst. Math. Appl. 12, 329-336
6. Gill, P.E., Golub, G.H., Murray, W., Saunders, M.A. (1974): Methods for modifying matrix factorizations. Math. Comput. 28, 505-535
7. Gill, P.E., Murray, W. (1978): Numerically stable methods for quadratic programming. Math. Program. 14, 349-372
8. Golub, G.H., Van Loan, C.F. (1989): Matrix Computations, 2nd Edition. The Johns Hopkins University Press, Baltimore
9. Stewart, G.W. (1977): Research, development and LINPACK. In: Rice, J.R., ed., Mathematical Software III. Academic Press, pp. 1-14
10. Wolfe, P. (1963): A technique for resolving degeneracy in linear programming. J. SIAM 11, 205-211