A conjugate gradient-based algorithm for large-scale quadratic programming problem with one quadratic constraint

DOI10.1007/s10589-019-00105-wzbMath1427.90210arXiv1807.05387OpenAlexW2964161267MaRDI QIDQ2322558

Maziar Salahi, Akram Taati

Publication date: 4 September 2019

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

Full work available at URL: https://arxiv.org/abs/1807.05387

zbMATH Keywords

conjugate gradient algorithmgeneralized eigenvalue problemQCQP

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Methods of reduced gradient type (90C52)

Related Items (1)

A linear-time algorithm for minimizing the ratio of quadratic functions with a quadratic constraint

Uses Software

• GQTPAR
• HSL-VF05

Cites Work

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