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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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