Abstract
Numerically stable algorithms for quadratic programming are discussed. A new algorithm is described for indefinite quadratic programming which utilizes methods for updating positivedefinite factorizations only. Consequently all the updating procedures required are common to algorithms for linearly-constrained optimization. The new algorithm can be used for the positive-definite case without loss of efficiency.
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Gill, P.E., Murray, W. Numerically stable methods for quadratic programming. Mathematical Programming 14, 349–372 (1978). https://doi.org/10.1007/BF01588976
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DOI: https://doi.org/10.1007/BF01588976