The Bpmpd Interior Point Solver for Convex Quadratically Constrained Quadratic Programming Problems

Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 5910)


The paper describes the convex quadratically constrained quadratic solver Bpmpd which is based on the infeasible–primal–dual algorithm. The discussion includes subjects related to the implemented algorithm and numerical algebra employed. We outline the implementation with emhasis to sparsity and stability issues. Computational results are given on a demonstrative set of convex quadratically constrained quadratic problems.


Interior Point Interior Point Method Cholesky Factorization Cache Memory Quadratic Problem 
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© Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  1. 1.Laboratory of Operations Research and Decision SystemsHungarian Academy of Sciences 

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