QPSchur: A dual, active-set, Schur-complement method for large-scale and structured convex quadratic programming

Optimization and Engineering

Volumn 7, Issue 1, 2006, Pages 5-32

  Bartlett, Roscoe A ^a   Biegler, Lorenz T ^b  

^a SANDIA NATIONAL LABORATORIES   (United States)

^b CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Active set; Dual space; Object oriented programming; Quadratic programming; Schur complement

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; LINEAR ALGEBRA; MATHEMATICAL MODELS; OBJECT ORIENTED PROGRAMMING; PROBLEM SOLVING;

ACTIVE SET; CONVEX QUADRATIC PROGRAMMING; FACTORIZATION; LARGE SCALE QUADRATIC PROGRAMMING; SCHUR COMPLEMENT;

QUADRATIC PROGRAMMING;

EID: 33644505545     PISSN: 13894420     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11081-006-6588-z     Document Type: Article

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