A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables
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Publication:4717556
DOI10.1137/S1052623494240456zbMath0861.65053MaRDI QIDQ4717556
Publication date: 14 January 1997
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
convergencequadratic programminginterior point methodpreconditioned conjugate gradient methodlarge-scale problemreflective Newton methodinterior Newton methodsparse Cholesky method
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20)
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