Boxcqp: an Algorithm for Bound Constrained Convex Quadratic Problems

نویسنده

  • C. Voglis
چکیده

A quadratic programming problem with positive definite Hessian and bound constraints is solved, using a Lagrange multiplier approach. The proposed method falls in the category of exterior point, active set techniques. An iteration of our algorithm modifies both the minimization parameters in the primal space and the Lagrange multipliers in the dual space. Comparative results of numerical experiments are also reported.

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تاریخ انتشار 2004