In this paper the numerical stability of the orthogonal factorization method 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.
Error analysis of an algorithm for equality-constrained quadratic programming problems / Galligani, Emanuele; Zanni, Luca. - In: COMPUTING. - ISSN 0010-485X. - STAMPA. - 58:(1997), pp. 47-67.
Error analysis of an algorithm for equality-constrained quadratic programming problems
GALLIGANI, Emanuele;ZANNI, Luca
1997
Abstract
In this paper the numerical stability of the orthogonal factorization method 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.
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