On the Solution of Large Quadratic Programming Problems with Bound Constraints

@article{Mor1991OnTS,
  title={On the Solution of Large Quadratic Programming Problems with Bound Constraints},
  author={Jorge J. Mor{\'e} and Gerardo Toraldo},
  journal={SIAM Journal on Optimization},
  year={1991},
  volume={1},
  pages={93-113}
}
An algorithm is proposed that uses the conjugate gradient method to explore the face of the feasible region defined by the current iterate, and the gradient projection method to move to a different face. It is proved that for strictly convex problems the algorithm converges to the solution, and that if the solution is nondegenerate, then the algorithm terminates at the solution in a finite number of steps. Numerical results are presented for the obstacle problem, the elastic-plastic torsion… CONTINUE READING

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