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Zbl 1197.90313
Brahmi, Belkacem; Bibi, Mohand Ouamer
Dual support method for solving convex quadratic programs. (English)
[J] Optimization 59, No. 5-6, 851-872 (2010). ISSN 0233-1934; ISSN 1029-4945/e

Summary: We present a new dual method for solving convex (but not strictly convex) quadratic programs (QPs). Our method is the generalization of the dual support method, developed by {\it R. Gabasov} et al. [Sov. Math., Dokl. 23, 653--657 (1981); translation from Dokl. Akad. Nauk SSSR 258, 1289--1293 (1981; Zbl 0507.90071)], for solving convex QPs. It proceeds in two phases: the first is to construct the initial support, called coordinator support, for the problem and the second is to achieve the optimality of the problem. Results of numerical experiments are given comparing our approach with the active-set method.

MSC 2000:: *90C20 Quadratic programming
65K05 Mathematical programming (numerical methods)
49M29 Multiplier methods
49N10 Linear-quadratic optimal control problems

Keywords: convex quadratic programming; coordinator support; dual support method

Citations: Zbl 0507.90071

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