A backward error analysis of a null space algorithm in sparse quadratic programming

We present a roundoff error analysis of a null space method for solving quadratic programming minimization problems. This method combines the use of a direct LU factorization of the constraints with an iterative solver on the corresponding null space. Numerical experiments are presented which give e...

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Bibliographic Details
Published in:SIAM journal on matrix analysis and applications 2001-01, Vol.23 (2), p.425-442
Main Authors: ARIOLI, Mario, BALDINI, Lucia
Format: Article
Language:English
Subjects:
Algorithms
Error analysis
Exact sciences and technology
Mathematics
Numerical analysis
Numerical analysis. Scientific computation
Numerical linear algebra
Quadratic programming
Sciences and techniques of general use
Sparsity
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Summary:We present a roundoff error analysis of a null space method for solving quadratic programming minimization problems. This method combines the use of a direct LU factorization of the constraints with an iterative solver on the corresponding null space. Numerical experiments are presented which give evidence of the good performance of the algorithm on sparse matrices.
ISSN:0895-4798
1095-7162
DOI:10.1137/S0895479800375977