Trajectory-following methods for large-scale degenerate convex quadratic programming

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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
Contributors	NIM Gould (STFC Rutherford Appleton Lab.), D Orban (Ecole Polytechnique de Montreal), DP Robinson (John Hopkins U., Baltimore)
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
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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