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Error analysis of an algorithm for equality-constrained quadratic programming problems
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DOI：10.1007/BF02684471.png)
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Abstract
En 中文
In this paper the numerical stability of the orthogonal factorization method [5] for linear equality-constrained quadratic programming problems is studied using a backward error analysis. A perturbation formula for the problem is analyzed; the condition numbers of this formula are examined in order to compare them with the condition numbers of the two matrices of the problem. A class of test problems is also considered in order to show experimentally the behaviour of the method.
Keywords:
error analysis
constrained optimization
quadratic programming problems
orthogonal factorization method