An Algorithm for Large-Scale Quadratic Programming
Nicholas I. M. Gould · IMA Journal of Numerical Analysis · 1991
We describe a method for solving large-scale general quadratic programming problems. Our method is based upon a compendium of ideas which have their origins in sparse matrix techniques and methods for solving smaller quadratic programs. We include a discussion on resolving degeneracy, on single phase methods and on solving parametric problems. Some numerical results are included.