The numerical solution of equality constrained quadratic programming problems
نویسندگان
چکیده
منابع مشابه
On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization Equality Constrained Quadratic Programming Problems Arising in Optimization
We consider the application of the conjugate gradient method to the solution of large equality constrained quadratic programs arising in nonlinear optimization. Our approach is based on a reduced linear system and generates iterates in the null space of the constraints. Instead of computing a basis for this null space, we choose to work directly with the matrix of constraint gradients, computin...
متن کاملRAL-TR-1998-069 On the solution of equality constrained quadratic programming problems arising in optimization
We consider the application of the conjugate gradient method to the solution of large equality constrained quadratic programs arising in nonlinear optimization. Our approach is based on a reduced linear system and generates iterates in the null space of the constraints. Instead of computing a basis for this null space, we choose to work directly with the matrix of constraint gradients, computin...
متن کاملOn the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization
We consider the application of the conjugate gradient method to the solution of large equality constrained quadratic programs arising in nonlinear optimization Our approach is based implicitly on a reduced linear system and generates iterates in the null space of the constraints Instead of computing a basis for this null space we choose to work directly with the matrix of constraint gradients c...
متن کاملError Analysis of Elimination Methods for Equality Constrained Quadratic Programming Problems
A backward error analysis for the orthogonal factorization method for equality constrained quadratic programming problems has been developed. Furthermore, this method has been experimentally compared with direct elimination method on a class of test problems. 1 Statement of the problem We consider the equality constrained quadratic programming (QPE) problem min Cx=d 1 2 xAx+ bx+ ν (1) where C i...
متن کاملNumerical Solution of Implicitly Constrained Optimization Problems ∗
Many applications require the minimization of a smooth function f : R nu → R whose evaluation requires the solution of a system of nonlinear equations. This system represents a numerical simulation that must be run to evaluate f. This system of nonlinear equations is referred to as an implicit constraint. In principle f can be minimized using the steepest descent method or Newton-type methods f...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 1983
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-1983-0701631-x