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.