We consider the orthogonal factorization method for linear equality-constrained quadratic programming problems. Backward error analysis of this method is developed in a previous work. In this paper the efficiency and the numerical stability of the method are evaluated experimentally on a class of test problems. The computer experimentation is carried out on CRAY C90 using LINPACK library.
Galligani, Emanuele e Luca, Zanni. "On the efficiency and numerical stability of orthogonal factorization method for equality-constrained quadratic programming problems" Working paper, CNR, Collana del progetto finalizzato “Sistemi Informatici e Calcolo Parallelo”, sottoprogetto 1 “Calcolo Scientifico per Grandi Sistemi”, 1994.
On the efficiency and numerical stability of orthogonal factorization method for equality-constrained quadratic programming problems
GALLIGANI, Emanuele;ZANNI, Luca
1994
Abstract
We consider the orthogonal factorization method for linear equality-constrained quadratic programming problems. Backward error analysis of this method is developed in a previous work. In this paper the efficiency and the numerical stability of the method are evaluated experimentally on a class of test problems. The computer experimentation is carried out on CRAY C90 using LINPACK library.
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