Dealing with degenerated cases in quadratic programming - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Reports (Research Report) Year : 1989

Dealing with degenerated cases in quadratic programming

Eduardo Casas
  • Function : Author
Cecilia Pola
  • Function : Author

Abstract

A new algorithm is described for quadratic programming which is based on a Cholesky factorization that uses a diagonal pivoting strategy and that allows to compute null or negative curvature directions. The algorithm is numerically stable and has shown efficiency solving positive-definite and indefinite problems. It is specially interesting in indefinite cases because the initial point does not need to be a vertex of the feasible set. So we avoid introducing artificial constraints in the problem, which turns out to be very efficient in parametric programming. At the same time techniques for updating matrix factorizations are used.

Domains

Other [cs.OH]
Fichier principal
Vignette du fichier
RR-1126.pdf (894.05 Ko) Télécharger le fichier

Dates and versions

inria-00075433 , version 1 (24-05-2006)

Identifiers

  • HAL Id : inria-00075433 , version 1

Cite

Eduardo Casas, Cecilia Pola. Dealing with degenerated cases in quadratic programming. [Research Report] RR-1126, INRIA. 1989. ⟨inria-00075433⟩
45 View
24 Download

Share

Gmail Facebook Twitter LinkedIn More