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. (1997). Primal-Dual Interior-Point Methods. Philadelphia: SIAM.