QHOPDM — A higher order primal-dual method for large scale convex quadratic programming

作者: Anna Altman

DOI: 10.1016/0377-2217(95)00183-Q

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摘要: In 1992, we prepared HOPDM- a modularly structured library of FORTRAN subroutines for large scale linear optimization. The code has been developed to be more effective by Gondzio. Further broadened this software use it quadratic programming problem generated cost-effective sulphur emission reduction model. Success with real-life model induced us prepare general solver. We followed other authors and extended our LP procedure the case convex objectives. Now are presenting QHOPDM, optimization constraints.

参考文章(4)
Anna Altman, Jacek Gondzio, HOPDM: A higher order primal-dual method for large scale linear programming European Journal of Operational Research. ,vol. 66, pp. 158- 160 ,(1993) , 10.1016/0377-2217(93)90214-8
Anna Altman, Markus Amann, Ger Klaassen, Andrzej Ruszczyński, Wolfgang Schöpp, Cost-effective sulphur emission reduction under uncertainty European Journal of Operational Research. ,vol. 90, pp. 395- 412 ,(1996) , 10.1016/0377-2217(94)00359-9
Tamra J. Carpenter, Irvin J. Lustig, John M. Mulvey, David F. Shanno, Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure Informs Journal on Computing. ,vol. 5, pp. 182- 191 ,(1993) , 10.1287/IJOC.5.2.182
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