A computational method for the indefinite quadratic programming problem

DOI10.1016/0024-3795(80)90172-XzbMath0473.65036WikidataQ114852112 ScholiaQ114852112MaRDI QIDQ1158735

James R. Bunch, Linda Kaufman

Publication date: 1980

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

zbMATH Keywords

numerical examplelocal minimumindefinite quadratic programmingstable decomposition of a symmetric matrix

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

Related Items

Sparse quadratic programming in chemical process optimization, On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem, Primal and dual active-set methods for convex quadratic programming, Fault diagnosis in condition of sample type incompleteness using support vector data description, Fault isolation for nonlinear systems using flexible support vector regression, Solving optimization problems on ranks and inertias of some constrained nonlinear matrix functions via an algebraic linearization method, Optimization of a nonlinear Hermitian matrix expression with application, A note on weakly active constraints in connection with nonconvex quadratic programming, A numerically stable dual method for solving strictly convex quadratic programs, Adaptive tetrahedral meshing in free-surface flow, A weighted gram-schmidt method for convex quadratic programming, On the numerical realization of the exact penalty method for quadratic programming algorithms, Methods for convex and general quadratic programming

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A modified Newton method for minimization
• Some Stable Methods for Calculating Inertia and Solving Symmetric Linear Systems
• Numerically stable methods for quadratic programming
• Methods for Modifying Matrix Factorizations
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Analysis of the Diagonal Pivoting Method
• Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations
• On the reduction of a symmetric matrix to tridiagonal form