MINQ8: general definite and bound constrained indefinite quadratic programming

Waltraud Huyer () and Arnold Neumaier ()
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Waltraud Huyer: Universität Wien
Arnold Neumaier: Universität Wien

Computational Optimization and Applications, 2018, vol. 69, issue 2, No 4, 381 pages

Abstract: Abstract We propose new algorithms for (i) the local optimization of bound constrained quadratic programs, (ii) the solution of general definite quadratic programs, and (iii) finding either a point satisfying given linear equations and inequalities or a certificate of infeasibility. The algorithms are implemented in Matlab and tested against state-of-the-art quadratic programming software.

Keywords: Definite quadratic programming; Bound constrained indefinite quadratic programming; Dual program; Certificate of infeasibility (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10589-017-9949-y

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