Title

MINQ8: general definite and bound constrained indefinite quadratic programming.

Authors

Huyer, Waltraud; Neumaier, Arnold

Abstract

We propose new algorithms for (i) the local optimization of bound constrained quadratic programs, (ii) the solution of general definite quadratic programs, and (iii) finding either a point satisfying given linear equations and inequalities or a certificate of infeasibility. The algorithms are implemented in Matlab and tested against state-of-the-art quadratic programming software.

Subjects

QUADRATIC programming; ALGORITHMS; LINEAR equations; MATHEMATICAL inequalities; MATHEMATICAL bounds

Publication

Computational Optimization & Applications, 2018, Vol 69, Issue 2, p351

ISSN

0926-6003

Publication type

Academic Journal

DOI

10.1007/s10589-017-9949-y