Quadratic programming with M-matrices

DOI10.1016/0024-3795(80)90095-6zbMath0461.65050OpenAlexW2069021876WikidataQ114852114 ScholiaQ114852114MaRDI QIDQ1152695

Marcello Pagano, Franklin T. Luk

Publication date: 1980

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/7510

zbMATH Keywords

numerical exampleslinear complementarity problemlarge sparse M-matrixmodified algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

Reformulation of mathematical programming problems as linear complementarity problems and investigation of their solution methods ⋮ Strong formulations for quadratic optimization with M-matrices and indicator variables ⋮ An equivalence between two algorithms for a class of quadratic programming problems withmmatrices^* ⋮ On the connectedness of the solution set to linear complementarity systems

Cites Work

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• On the convergence of a basic iterative method for the implicit complementarity problem
• Some algorithms solving the unilateral Dirichlet problem with two constraints
• Numerical solution of nonlinear elliptic partial differential equations by a generalized conjugate gradient method
• Sur des méthodes d'optimisation par relaxation
• On the Approximate Solution of Free Boundary Problems Using Finite Differences