A Compact Algorithm for Computing the Stationary Point of a Quadratic Function Subject to Linear Constraints

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A Compact Algorithm for Computing the Stationary Point of a Quadratic Function Subject to Linear Constraints

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 6 , Issue 3 (September 1980) table of contents

Pages: 391 - 397

Year of Publication: 1980

ISSN:0098-3500

Author

J. T. Betts

The Aerospace Corporation, P.O. Box 92957, Los Angeles, CA

Publisher

ACM New York, NY, USA

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	BETTS, J.T. A grachent projection--Multiplier method for nonlinear programming. Jo Opt~miz. Theory Appl. 24, 4 (April 1978).
	2	BE~'rs, J.T. An accelerated multiplier method for nonlinear programming. J. Opt~iz. Th~ Appl. 21, 2 (Feb. 1977L
	3	BETTS, J.T. Optimal three burn orbit transfer. A/AA J., I5, 6 (June 1977),
	4	FLETCHER, R. A Fortran subroutine for quadratic programming. Rep. No. AEItE R6370, UKAEA Research Group, Harweil, England.
	5	FLZTCHER, R. A general quadratic programming algorithm. J. Inst. Math. App{. 8 (1971).
	6	GOLDWARB~ D. Extension of Newton's method and simplex methods for solving quadratic programs. In Numerical Methods for Nonlinear Optimization, F. At Lootsma, Fad,, Academic Press, New York, 1972, Chap. 17.
	7	l~wsoN, C.L, any Hs~so~, R.J. Solving Least Squares Problems. Prentice-Hall, Englewood Cliffs, N.J., 1974.
	8	MURTAGH, B.A., AND S~.RG~NT, R.W.H. A constrained miaimization method with quadratic convergence. In Optimization, R. Fletcher, Ed., Academic Press, New York, 1969, Chap. 14.