QPmin-package: Linearly Constrained Indefinite Quadratic Program Solver

Description Details Author(s) References Examples


Active set method solver for the solution of indefinite quadratic programs, subject to lower bounds on linear functions of the variables and simple bounds on the variables themselves. The function QPmin() implements an algorithm similar to the one described in Gould (1991) <doi:10.1093/imanum/11.3.299> with the exception that an efficient sparse internal representation of the basis matrix is maintained thus allowing the solution of somewhat large problems.


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Active Set Method (ASM) for minimizinig indefinite quadratic programs subject to linear constraints: QPmin. The package also provide a set of additional functions for the random generation of specific quadratic programs.


Andrea Giusto

Maintainer: Andrea Giusto <andrea.giusto@gmail.com>


“A new technique for generating quadratic programming test problems,” Calamai P.H., L.N. Vicente, and J.J. Judice, Mathematical Programming 61 (1993), pp. 215-231.

“A General Quadratic Programming Algorithm,” Fletcher, R., IMA Journal of Applied Mathematics 7 (1971), pp. 76-91.

“An Algorithm for Large-Scale Quadratic Programming,” Gould, N.I.M., IMA Journal of Numerical Analysis 11 (1991), pp. 299-324.

“A Stabilization of the Simplex Method,” Bartels, R.H., Numerische Mathematik 16 (1971), pp. 414-434.


RP <- randomQP(8, "indefinite")
with(RP, QPmin(G, g, t(A), b, neq = 0, tol = 1e-8))

QPmin documentation built on April 15, 2021, 5:06 p.m.