Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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A SOLVER FOR LARGE-SCALE INDEFINITE QUADRATIC PROGRAMS

  • Oh, Se-Young (Department of Mathematics Chungnam National University)
  • Published : 1999.09.01

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Abstract

Based on an active set strategy a method for solving lin-early constrained indefinite quadratic programs to solve the correspond-ing system of equations at each iteration is presented. The algorithm takes two descent directions to strictly decrease the value of objective function and obtains a suitable step to maintain feasibility. Computa-tional results on a range of quadratic test problems are given.

Keywords

References

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