Error analysis of an algorithm for equality-constrained quadratic programming problems

DOI10.1007/BF02684471zbMath0865.65042MaRDI QIDQ2365379

Luca Zanni, Emanuele Galligani

Publication date: 10 July 1997

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

numerical examplesnumerical stabilitybackward error analysislinear equality-constrained quadratic programmingorthogonal factorization method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Roundoff error (65G50)

Related Items (4)

Sparse block factorization of saddle point matrices ⋮ Formulas for calculating the extremum ranks and inertias of a four-term quadratic matrix-valued function and their applications ⋮ Solving optimization problems on ranks and inertias of some constrained nonlinear matrix functions via an algebraic linearization method ⋮ Structured backward errors for KKT systems

Uses Software

• LINPACK

Cites Work

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• Numerical solution of linear least-squares problems with linear equality constraints
• Error analysis of null space algorithm for linear equality constrained least squares problems
• A note on rounding-error analysis of Cholesky factorization
• A Compact Algorithm for Computing the Stationary Point of a Quadratic Function Subject to Linear Constraints
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
• Perturbation Theory for the Least Squares Problem with Linear Equality Constraints

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