The open archive for STFC research publications

Full Record Details

DOI 10.5286/raltr.2011017
Persistent URL http://purl.org/net/epubs/work/60838
Record Status Checked
Record Id 60838
Title Trajectory-following methods for large-scale degenerate convex quadratic programming
Abstract We consider a class of infeasible, path-following methods for convex quadratric programming.Our methods are designed to be effective for solving both nondegerate and degenerate problems, where degeneracy is understood to mean the failure of strict complementarity at a solution. Global convergence and a polynomial bound on the number of iterations required is given. An implementation, CQP, is available as part of GALAHAD. We illustrate the advantages of our approach on the CUTEr and Maros-Meszaros test sets.
Organisation CSE , CSE-NAG , STFC
Funding Information
Related Research Object(s):
Licence Information:
Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2011-017. 2011. RAL-TR-2011-017.pdf 2011