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Persistent URL http://purl.org/net/epubs/work/29567
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Record Id 29567
Title Numerical methods for large-scale non-convex quadratic programming
Abstract We consider numerical methods for finding (weak) second-order critical points for large-scale non-convex quadratic programming problems. We describe two new methods. The first is of the active-set variety. Although convergent from any starting point, it is intended primarily for the case where a good estimate of the optimal active set can be predicted. The second is an interior-point trust-region type, and has proved capable of solving problems involving up to half a million unknowns and constraints. The results of comparative tests on a large set of convex and non-convex quadratic programming examples are given.
Organisation CCLRC
Funding Information
Related Research Object(s): 40520 , 40522
Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2001-017. 2001. RAL-TR-2001-017.pdf 2001
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