caa a22 4500 475750624 CHVBK 20180406123522.0 cr unu---uuuuu 170329e20000101xx s 000 0 eng 10.1023/A:1008773230148 doi (NATIONALLICENCE)springer-10.1023/A:1008773230148 An Exterior Newton Method for Strictly Convex Quadratic Programming [Elektronische Daten] [Thomas Coleman, Jianguo Liu] We propose an exterior Newton method for strictly convex quadratic programming (QP) problems. This method is based on a dual formulation: a sequence of points is generated which monotonically decreases the dual objective function. We show that the generated sequence converges globally and quadratically to the solution (if the QP is feasible and certain nondegeneracy assumptions are satisfied). Measures for detecting infeasibility are provided. The major computation in each iteration is to solve a KKT-like system. Therefore, given an effective symmetric sparse linear solver, the proposed method is suitable for large sparse problems. Preliminary numerical results are reported. Kluwer Academic Publishers, 2000 convex quadratic programming nationallicence exterior methods nationallicence Newton methods nationallicence dual problems nationallicence Coleman Thomas Department of Computer Science and Center for Applied Mathematics, Cornell University, 14853, Ithaca, NY, USA aut Liu Jianguo Department of Mathematics, University of North Texas, 76203, Denton, TX, USA aut Computational Optimization and Applications Kluwer Academic Publishers 15/1(2000-01-01), 5-32 0926-6003 15:1<5 2000 15 10589 https://doi.org/10.1023/A:1008773230148 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1008773230148 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Coleman Thomas Department of Computer Science and Center for Applied Mathematics, Cornell University, 14853, Ithaca, NY, USA aut NATIONALLICENCE 700 1- Liu Jianguo Department of Mathematics, University of North Texas, 76203, Denton, TX, USA aut NATIONALLICENCE 773 0- Computational Optimization and Applications Kluwer Academic Publishers 15/1(2000-01-01), 5-32 0926-6003 15:1<5 2000 15 10589 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer