Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/7748
Title: A block active set algorithm for large-scalequadratic programming with box constraints
Authors: Fernandes, L. 
Fischer, A. 
Júdice, J. 
Requejo, C. 
Soares, J. 
Issue Date: 1998
Citation: Annals of Operations Research. 81:0 (1998) 75-96
Abstract: Abstract An algorithm for computing a stationary point of a quadratic program with box constraints(BQP) is proposed. Each iteration of this procedure comprises a guessing strategy whichforecasts the active bounds at a stationary point, the determination of a descent direction bymeans of solving a reduced strictly convex quadratic program with box constraints and anexact line search. Global convergence is established in the sense that every accumulationpoint is stationary. Moreover, it is shown that the algorithm terminates after a finite numberof iterations, if at least one iterate is sufficiently close to a stationary point which satisfiesa certain sufficient optimality condition. The algorithm can be easily implemented for sparselarge-scale BQPs. Furthermore, it simplifies for concave BQPs, as it is not required to solvestrictly convex quadratic programs in this case. Computational experience with large-scaleBQPs is included and shows the appropriateness of this type of methodology.
URI: http://hdl.handle.net/10316/7748
DOI: 10.1023/A:1018990014974
Rights: openAccess
Appears in Collections:FCTUC Matemática - Artigos em Revistas Internacionais

Files in This Item:
File Description SizeFormat
obra.pdf132.08 kBAdobe PDFView/Open
Show full item record

Page view(s)

228
checked on Feb 24, 2020

Download(s) 50

225
checked on Feb 24, 2020

Google ScholarTM

Check

Altmetric

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.