A Backward Error Analysis of a Null Space Algorithm in Sparse Quadratic Programming
Mario Arioli, Lucia Baldini · SIAM Journal on Matrix Analysis and Applications · 2001
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 LU factorization of the constraints with an iterative solver on the corresponding null space. Numerical experiments are presented which give evidence of the good performance of the algorithm on sparse matrices.