MINQ
| Author | Prof. Dr. Arnold Neumaier
Institut für Mathematik Universität Wien Strudlhofgasse 4 A-1090 Wien Austria Office: Sensengasse 8/16 Phone:+431 407 6363-2 Fax: +431 407 6363-1 (or +431 31367 4040) Email: neum@cma.univie.ac.at |

Language | Matlab | |

Algorithm | The method consists of a combination of coordinate searches and subspace minimization steps, suitable for both dense and sparse matrices. (In the sparse case, it is assumed that the variables are already ordered such that the symbolic factorization of G is sparse.) | |

Input Format | ||

Modeling Languages link | ||

Commercial Status | free | |

Platform | ||

Remarks | MINQ is a Matlab program for bound constrained indefinite quadratic programming based on 7rank 1 modifications. It solves the optimization problem
s.t. x in [xu,xo] (componentwise) MINQ can also be used for general definite quadratic programming since the dual is simply constrained. Based on this, the Matlab program MINQDEF solves the optimization problem s.t. A x >= b, with equality at indices with eq=1 The required m-files can be downloaded as the gzipped tar file minq.tar.gz (8K). | |

References |