A weighted gram-schmidt method for convex quadratic programming

DOI10.1007/BF02591884zbMath0545.90080MaRDI QIDQ3337227

Nicholas I. M. Gould, Walter Murray, Margaret H. Wright, Philip E. Gill, Michael A. Saunders

Publication date: 1984

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

bound constraintsconvex quadratic programmingactive-set strategyrange-space methodupdated orthogonal factorizations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20) Methods of successive quadratic programming type (90C55)

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