User's Guide for QPSOL (Version 3.2): A Fortran Package for Quadratic Programming. Revision.

Abstract

This report forms the user's guide for Version 3.2 of QPSOL, a set of Fortran subroutines designed to locate the minimum value of a quadratic function subject to linear constraints and simple upper and lower bounds. If the quadratic function is convex, a global minimum is found; otherwise, a local minimum is found. The method used is most efficient when many constraints or bounds are active at the solution. QPSOL treats the Hessian and general constraints as dense matrices, and hence is not intended for large sparse problems. This document replaces he previous user's guide of July 1983.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1984
Accession Number
ADA147397

Entities

People

  • M. H. Wright
  • Mark A. Saunders
  • P. E. Gill
  • William J. Murray

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • California
  • Computer Programming
  • Contracts
  • Evolutionary Algorithms
  • Linear Programming
  • Mathematical Programming
  • Military Research
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Quadratic Programming
  • Real Variables
  • Specifications
  • Square Roots
  • Standards
  • United States

Readers

  • Computer Science.
  • Linear Algebra
  • Regression Analysis.