The Use ofQRFactorization in Sparse Quadratic Programming and Backward Error Issues
- 1 January 2000
- journal article
- research article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 21 (3) , 825-839
- https://doi.org/10.1137/s0895479898338147
Abstract
We present a roundoff error analysis of a null space method for solving quadratic programming minimization problems. This method combines the use of a direct QR factorization of the constraints with an iterative solver on the corresponding null space. Numerical experiments are presented which give evidence of the good performances of the algorithm on sparse matrices.Keywords
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