A range-space implementation for large quadratic programs with small active sets

DOI10.1007/BF00940463zbMath0724.90050OpenAlexW2016198176MaRDI QIDQ2277143

Yanyan Li

Publication date: 1991

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00940463

zbMATH Keywords

range-space methodmultidimensional data fittingsmall-active-set problems

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Probabilistic methods, stochastic differential equations (65C99)

Uses Software

• SPARSPAK

Cites Work

• Unnamed Item
• A weighted gram-schmidt method for convex quadratic programming
• On Row and Column Orderings for Sparse Least Squares Problems
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• A practical guide to splines.

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