Abstract
Many algorithms for solution of quadratic programming problems generate a sequence of simpler auxiliary problems whose solutions approximate the solution of a given problem. When these auxiliary problems are solved iteratively, which may be advantageous for large problems, it is necessary to define precision of their solution so that the whole procedure is effective. In this paper, we review our recent results on implementation of algorithms with precision control that exploits the norm of violation of Karush-Kuhn-Tucker conditions.
The research has been supported by CNPq, FAEP/UNICAMP, FAPESP grants 95/6574-9, 97/4338-1, 97/4471-3 and by grants GACR No.201/97/0421 and No. 105/95/1273.
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© 1998 Kluwer Academic Publishers, Boston
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Dostál, Z., Friedlander, A., Santos, S.A. (1998). Adaptive Precision Control in Quadratic Programming with Simple Bounds and/or Equalities. In: De Leone, R., Murli, A., Pardalos, P.M., Toraldo, G. (eds) High Performance Algorithms and Software in Nonlinear Optimization. Applied Optimization, vol 24. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-3279-4_11
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DOI: https://doi.org/10.1007/978-1-4613-3279-4_11
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