Algorithms for bound constrained quadratic programming problems
type: Item
instance of: scholarly article
title: Algorithms for bound constrained quadratic programming problems
zbMATH Open document ID: 0675.65061
DOI: 10.1007/BF01396045
author: Jorge J. Moré
author: Gerardo Toraldo
published in: Numerische Mathematik
publication date: 1989-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/133360
review text: The authors present an algorithm which combines standard active set strategies with the gradient projection method for the solution of quadratic programming problems subject to bounds. The algorithm of this paper requires the accurate solution of systems of linear equations. This implies that either the system matrices are of moderate size, or have special structure. It is shown, that if the quadratic objective function is bounded below on the feasible set then termination occurs at a stationary point in a finite number of iterations. The authors describe a set of test problems in which five parameters can be varied (size, number of active constraints at the starting point and at the solution, degeneracy of the solution). The numerical results show that the number of iterations and the execution time required by the gradient projection method are almost always less than those of the active set strategy.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 4106161
zbMATH Keywords: algorithm
zbMATH Keywords: active set strategies
zbMATH Keywords: gradient projection method
zbMATH Keywords: quadratic programming
zbMATH Keywords: numerical results
zbMATH Keywords: number of iterations
reviewed by: Johannes Terno
describes a project that uses: GQTPAR
describes a project that uses: LINPACK
MaRDI profile type: Publication
cites work: Q5658961
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OpenAlex ID: W1981648990
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description: scientific article; zbMATH DE number 4106161