MinQuad.h File Reference

#include "OPTtypes.h"

Go to the source code of this file.

Classes
class	MinQuad

Namespaces
namespace	MinQuad_di_unipi_it

Macros
#define	__MinQuad   /* self-identification: #endif at the end of the file */
#define	LOG_MQ   0
#define	VARCOEFF   0
#define	WASTE_MEM   2
#define	LAZY_Q   0
#define	EXACT   1

Detailed Description

Definition of the class MinQuad, implementing the TT (Tall and Thin) algorithm for solving the Quadratic Problems arising (among others) as tentative descent direction finding subproblem within Bundle algorithms for the (linearly constrained) minimization of NonDifferentiable convex functions. The user is assumed to be familiar with the kind of problems that are solved by this code; for a description of the algorithm and the basic notations, refer to

A. Frangioni "Solving Semidefinite Quadratic Problems Within Nonsmooth Optimization Algorithms" Computers & O.R. 23(1), p. 1099-1118, 1996

available at http://www.di.unipi.it/~frangio/abstracts.html#COR96

Author

Antonio Frangioni
Dipartimento di Informatica
Universita' di Pisa

Copyright

© by Antonio Frangioni