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A null-space method for computing the search direction in the general inertia-controlling method for dense quadratic programming

Authors :
Gomez, Manuel A
Source :
European Journal of Operational Research. March 16, 2005, Vol. 161 Issue 3, p655, 8 p.
Publication Year :
2005

Abstract

The recurrence formulas formulated in Gomez and Pediera were used to devise a null-space method for computing the search direction when a general inertia-controlling strategy. It is shown that at each iteration, only one triangular system has to be solved for determining the search direction. This method takes advantage of previously developed recurrence formulas for updating the search direction when the working set changes.

Details

Language :
English
ISSN :
03772217
Volume :
161
Issue :
3
Database :
Gale General OneFile
Journal :
European Journal of Operational Research
Publication Type :
Academic Journal
Accession number :
edsgcl.128843653