The Use of QR Factorization in Sparse Quadratic Programming and Backward Error Issues
Mario Arioli · SIAM Journal on Matrix Analysis and Applications · 2000
We present a roundoff error analysis of a null space method for solving quadratic programming minimization problems. This method combines the use of a direct QR factorization of the constraints with an iterative solver on the corresponding null space. Numerical experiments are presented which give evidence of the good performances of the algorithm on sparse matrices.