Author : Stanford University. Systems Optimization Laboratory
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.F/5 ( download)
Book Synopsis Schur-complement Method for Sparse Quadratic Programming by : Stanford University. Systems Optimization Laboratory
Download or read book Schur-complement Method for Sparse Quadratic Programming written by Stanford University. Systems Optimization Laboratory and published by . This book was released on 1987 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: Moreover, improvements in efficiency derived from exploiting new parallel and vector computer architectures are immediately applicable. An obvious application of the method is in sequential quadratic programming methods for nonlinearly constrained optimization, which require solution of a sequence of closely related quadratic programming subproblems. We discuss some ways in which the known relationship between successive problems can be exploited."