Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
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).
Fletcher, R. (1970). “The Calculation of Feasible Points for Linearly Constrained Optimization Problems”, UKAFA Research Group Report, AERE R 6354 (Harwell).
Fletcher, R. (1970). “A FORTRAN Subroutine for Quadratic Programming”. UKAEA Research Group Report. AERE R 6370 (Harwell).
Fletcher, R. (1971). “A general quadratic programming algorithm” Journal Inst. Math. Applics, Vol. 7, pp. 76–91.
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.
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).
Han, S-P (1976) “Superlinearly convergent variable metric algorithms for general nonlinear programming problems”, Mathematical Programming, Vol. 11, pp. 263–282.
Han, S-P (1977) “A globally convergent method for nonlinear programming”, Journal of Optimization Theory and Applications, Vol. 22, pp. 297–309.
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).
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.
Powell, M.J.D., (1980), “An example of cycling in a feasible point algorithm”, Report 1980/NA5 DAMTP, University of Cambridge, Cambridge, England).
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.
Rosen, J. B. and Suzuki, S. (1965) “Construction of nonlinear programming test problems”, Communications of the ACM pp. 113.
Author information
Authors and Affiliations
Editor information
Rights 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