A New Pivot Selection Algorithm for Symmetric Indefinite Factorization Arising in Quadratic Programming with Block Constraint Matrices


Quadraticprogrammingis a class of constrained optimizationproblem with quadratic objective functions and linear constraints. It has applications in many areas and is also used to solve nonlinear optimizationproblems. This article focuses on the equality constrained quadratic programs whose constraintmatrices are block diagonal. Using the direct solution… (More)


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