Skip to main content

Dual and primal-dual methods for solving strictly convex quadratic programs

  • Conference paper
  • First Online:
Numerical Analysis

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 909))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 34.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 46.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Biggs, M. C. (1975) “Constrained minimization using recursive quadratic programming: some alternative subproblem formulations” in Towards global optimization, eds. L.C.W. Dixon and G.P. Szego, North-Holland Publishing Co. (Amsterdam).

    Google Scholar 

  2. Fletcher, R. (1970). “The Calculation of Feasible Points for Linearly Constrained Optimization Problems”, UKAFA Research Group Report, AERE R 6354 (Harwell).

    Google Scholar 

  3. Fletcher, R. (1970). “A FORTRAN Subroutine for Quadratic Programming”. UKAEA Research Group Report. AERE R 6370 (Harwell).

    Google Scholar 

  4. Fletcher, R. (1971). “A general quadratic programming algorithm” Journal Inst. Math. Applics, Vol. 7, pp. 76–91.

    Article  MathSciNet  MATH  Google Scholar 

  5. Goldfarb, D. (1972). “Extension of Newton's method and simplex methods for solving quadratic program”, in Numerical Methods for Nonlinear Optimization, ed. F. Lootsma, Academic Press (London), pp. 239–254.

    Google Scholar 

  6. Golfarb, D. and Idnani, A. U. (1981) “A numerically stable dual method for solving strictly convex quadratic programs”. The City College of New York, Department of Computer Sciences. Technical Report 81-102, (New York).

    Google Scholar 

  7. Han, S-P (1976) “Superlinearly convergent variable metric algorithms for general nonlinear programming problems”, Mathematical Programming, Vol. 11, pp. 263–282.

    Article  MathSciNet  MATH  Google Scholar 

  8. Han, S-P (1977) “A globally convergent method for nonlinear programming”, Journal of Optimization Theory and Applications, Vol. 22, pp. 297–309.

    Article  MathSciNet  MATH  Google Scholar 

  9. Idnani, A.U. (1980). “Numerically stable dual projection methods for solving positive definite quadratic programs” Ph.D. Thesis, The City College of New York, Department of Computer Sciences (New York).

    Google Scholar 

  10. Powell, M.J.D. (1978) “A fast algorithm for nonlinearly constrained optimization calculations” in Numerical Analysis, Dundee, 1977 Lecture Notes in Mathematics 630 (Springer Verlag, Berlin) pp. 144–157.

    Google Scholar 

  11. Powell, M.J.D., (1980), “An example of cycling in a feasible point algorithm”, Report 1980/NA5 DAMTP, University of Cambridge, Cambridge, England).

    MATH  Google Scholar 

  12. Rosen, J.B. (1960) “The gradient projection method for nonlinear programming, Part 1. Linear constraints”, SIAM Journal of Applied Math. Vol. 8, pp. 181–217.

    Article  MATH  Google Scholar 

  13. Rosen, J. B. and Suzuki, S. (1965) “Construction of nonlinear programming test problems”, Communications of the ACM pp. 113.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

J. P. Hennart

Rights and permissions

Reprints and permissions

Copyright information

© 1982 Springer-Verlag

About this paper

Cite this paper

Goldfarb, D., Idnani, A. (1982). Dual and primal-dual methods for solving strictly convex quadratic programs. In: Hennart, J.P. (eds) Numerical Analysis. Lecture Notes in Mathematics, vol 909. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0092976

Download citation

  • DOI: https://doi.org/10.1007/BFb0092976

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11193-1

  • Online ISBN: 978-3-540-38986-6

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics