We consider the solution of large and sparse linearly constrained quadratic programming problems. We describe an iterative scheme that requires to solve at each iteration a linear complementarity problem. For the solution of this last problem we examine parallel iterative solvers based on splittings of the complementarity matrix. We report the numerical results obtained by solving with the proposed approach quadratic programs on Cray T3E.
Parallel solution of large scale quadratic programs / Galligani, Emanuele; V., Ruggiero; Zanni, Luca. - STAMPA. - 24, Series: Applied Optimization:(1998), pp. 189-205. (Intervento presentato al convegno Short Conference on High Performance Software for Nonlinear Optimization: Status and Perspectives HPSNO 97 tenutosi a Ischia nel 4-6 giugno, 1997).
Parallel solution of large scale quadratic programs
GALLIGANI, Emanuele;ZANNI, Luca
1998
Abstract
We consider the solution of large and sparse linearly constrained quadratic programming problems. We describe an iterative scheme that requires to solve at each iteration a linear complementarity problem. For the solution of this last problem we examine parallel iterative solvers based on splittings of the complementarity matrix. We report the numerical results obtained by solving with the proposed approach quadratic programs on Cray T3E.
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