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Active constraints, indefinite quadratic test problems, and complexity

✍ Scribed by W. W. Hager; P. M. Pardalos; I. M. Roussos; H. D. Sahinoglou

Publisher: Springer
Year: 1991
Tongue: English
Weight: 748 KB
Volume: 68
Category: Article
ISSN: 0022-3239
DOI: 10.1007/bf00940067

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## Abstract This paper is concerned with the numerical solution of a symmetric indefinite system which is a generalization of the Karush–Kuhn–Tucker system. Following the recent approach of Lukšan and Vlček, we propose to solve this system by a preconditioned conjugate gradient (PCG) algorithm and