A penalty/modified barrier method for large-scale quadratic programming

The tools for solving large-scale sparse Quadratic Programming (QP) problems have many applications. They can be used to solve naturally occurring problems, which arise in engineering, economics, etc, or they can be used as part of a Sequential Quadratic Programming (SQP) structure for solving non-l...

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Bibliographic Details
Main Author: Brooks, S. A.
Published: University of Cambridge 2000
Subjects:
510
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.596942