Abstract
We consider the solution of large and sparse linearly constrained quadratic programming problems. We describe an iterative scheme that requires to solve at each iteration a linear complementarity problem. For the solution of this last problem we examine parallel iterative solvers based on splittings of the complementarity matrix. We report the numerical results obtained by solving with the proposed approach quadratic programs on Cray T3E.
This work was supported by MURST Project “Numerical Analysis: Methods and Mathematical Software,by CNR Research Contribution N 97.00933.CT01 and by CINECA Project on Parallel Computing, Italy.
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© 1998 Kluwer Academic Publishers, Boston
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Galligani, E., Ruggiero, V., Zanni, L. (1998). Parallel Solution of Large Scale Quadratic Programs. 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_13
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DOI: https://doi.org/10.1007/978-1-4613-3279-4_13
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