Sparsity in convex quadratic programming with interior point methods

Optimization Methods and Software

Volumn 21, Issue 5, 2006, Pages 733-745

  Mészáros, Csaba ^a  

^a INSTITUTE OF EXPERIMENTAL MEDICINE   (Hungary)

Author keywords

Interior point methods; Large scale optimization; Quadratic programming

Indexed keywords

BOUNDARY CONDITIONS; HEURISTIC METHODS; LINEAR PROGRAMMING; MATRIX ALGEBRA; NUMERICAL METHODS; PROBLEM SOLVING; QUADRATIC PROGRAMMING;

AUGMENTED SYSTEM (AUG); INTERIOR POINT METHODS; LARGE SCALE OPTIMIZATION; NORMAL EQUATION (NOR);

QUADRATIC PROGRAMMING; LINEAR PROGRAMMING;

AUGMENTED SYSTEMS; CONVEX QUADRATIC PROGRAMMING; INTERIOR POINT METHODS; LARGE-SCALE OPTIMIZATION; NORMAL EQUATIONS; NUMERICAL RESULTS; QP-PROBLEM; SPARSITY PATTERNS;

EID: 33745619215     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556780500140102     Document Type: Article

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