Efficient method to compute search directions of infeasible primal-dual path-following interior-point method for large scale block diagonal quadratic programming
Quadratic programming is an important optimization problem that has applications in many areas such as finance, control, and management. Quadratic programs arisen in practice are often large but sparse, and they usually cannot be solved efficiently without exploiting their structures. Since existi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Prince of Songkla University
2021-10-01
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| Series: | Songklanakarin Journal of Science and Technology (SJST) |
| Subjects: | |
| Online Access: | https://rdo.psu.ac.th/sjst/journal/43-5/29.pdf |