Mathematical Programming

, Volume 47, Issue 1–3, pp 37–51 | Cite as

On the convergence properties of Hildreth's quadratic programming algorithm

  • Alfredo N. Iusem
  • Alvaro R. De Pierro


We prove the linear convergence rate of Hildreth's method for quadratic programming, in both its sequential and simulateneous versions. We give bounds on the asymptotic error constant and compare these bounds to those given by Mandel for the cyclic relaxation method for solving linear inequalities.

Key words

Quadratic programming almost cyclic relaxation bounds of convergence 


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Copyright information

© The Mathematical Programming Society, Inc. 1990

Authors and Affiliations

  • Alfredo N. Iusem
    • 1
  • Alvaro R. De Pierro
    • 2
  1. 1.Instituto de Matemática Pura e AplicadaJardim BotânicoRio de JaneiroBrazil
  2. 2.Medical Image Processing Group, Department of RadiologyHospital of the University of PennsylvaniaPhiladelphiaUSA

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