On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization

@article{Gould2001OnTS,
  title={On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization},
  author={N. Gould and M. E. Hribar and J. Nocedal},
  journal={SIAM J. Sci. Comput.},
  year={2001},
  volume={23},
  pages={1376-1395}
}
We consider the application of the conjugate gradient method to the solution of large equality constrained quadratic programs arising in nonlinear optimization. Our approach is based implicitly on a reduced linear system and generates iterates in the null space of the constraints. Instead of computing a basis for this null space, we choose to work directly with the matrix of constraint gradients, computing projections into the null space by either a normal equations or an augmented system… Expand
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