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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2012, Volume 52, Number 4, Pages 602–613 (Mi zvmmf9680)  
This article is cited in 3 scientific papers (total in 3 papers)

On active-set methods for the quadratic programming problem

A. N. Daryinaa, A. F. Izmailovb

a Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333 Russia
b Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992 Russia
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Abstract: The active-set Newton method developed earlier by the authors for mixed complementarity problems is applied to solving the quadratic programming problem with a positive definite matrix of the objective function. A theoretical justification is given to the fact that the method is guaranteed to find the exact solution in a finite number of steps. Numerical results indicate that this approach is competitive with other available methods for quadratic programming problems.
Key words: quadratic programming problem, active-set method, semismooth Newton method, Fisher–Burmeister function.
Received: 18.10.2011
English version:
Computational Mathematics and Mathematical Physics, 2012, Volume 52, Issue 4, Pages 512–523
DOI: https://doi.org/10.1134/S0965542512040070
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: A. N. Daryina, A. F. Izmailov, “On active-set methods for the quadratic programming problem”, Zh. Vychisl. Mat. Mat. Fiz., 52:4 (2012), 602–613; Comput. Math. Math. Phys., 52:4 (2012), 512–523
Citation in format AMSBIB
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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