A range-space implementation for large quadratic programs with small active sets

@article{Frank1991ARI,
  title={A range-space implementation for large quadratic programs with small active sets},
  author={Paul D. Frank and Michael J. Healy and Richard Mastro},
  journal={Journal of Optimization Theory and Applications},
  year={1991},
  volume={69},
  pages={109-127}
}
Large and sparse convex quadratic programming problems are often generated in the course of solving large-scale optimization problems. An important class of these problems has the property that only a small number of constraints are at their bounds at a solution. We describe an implementation of a range-space method designed for efficient solution of these small-active-set problems. The implementation is oriented toward the application area of multidimensional data fitting subject to… CONTINUE READING

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