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The OPTQP Procedure

References

 

Freund, R. W. (1991), "On Polynomial Preconditioning and Asymptotic Convergence Factors for Indefinite Hermitian Matrices," Linear Algebra and Its Applications , 154--156, 259--288. 

Freund, R. W. and Jarre, F. (1997), "A QMR-Based Interior Point Algorithm for Solving Linear Programs," Mathematical Programming , 76, 183--210. 

Freund, R. W. and Nachtigal, N. M. (1996), "QMRPACK: A Package of QMR Algorithms," ACM Transactions on Mathematical Software , 22, 46--77. 

Vanderbei, R. J. (1999), "LOQO: An Interior Point Code for Quadratic Programming," Optimization Methods and Software , 11, 451--484. 

Wright, S. J. (1996), Primal-Dual Interior Point Algorithms , Philadelphia: SIAM.

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