A Solver for large-scale indefinite quadratic programs |
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Authors: | Seyoung Oh |
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Affiliation: | 1. Department of Mathematics, Chungnam National University, 305-764, Taejon, Korea
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Abstract: | Based on an active set strategy, a method for solving linearly constrained indefinite quadratic programs to solve the corresponding system of equations at each iteration is presented. The algorithm takes two descent directions to strictly decrease the value of objective function and obtains a suitable step to maintain feasibility. Computational results on a range of quadratic test problems are given. |
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