An optimal algorithm for bound and equality constrained quadratic programming problems with bounded spectrum
The author studies a quadratic programming problem where the objective function is quadratic and the constraints of the problem are linear and are specified as equalities. In the first section, he presents the main definitions and background of this optimization problem. This is followed by the study of the auxiliary problem (in the augmented Lagrangian sense). Several theorems describing the different components of the proposed algorithm are proven, including convergence properties and complexity issues. The article concludes with a section of numerical results and a useful list of relevant references.
scientific article; zbMATH DE number 5082641