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MARC状态:已编 文献类型:西文图书 浏览次数:48

题名/责任者:
User's guide for QPSOL (Version 3.2)+ : A Fortran Package for Quadratic Programming Revision / by Phillip E.Gill ... [et al.]
出版发行项:
Stanford, CA : Department of Operations Research, Stanford University, 1984.
载体形态项:
35 p. : ill. ; 26 cm.
附加个人名称:
Gill, P. E. (Philip E.)
附加团体名称:
Stanford University. Department of Operation Research.
附加团体名称:
Stanford University. Systems Optimization Laboratory.
论题主题:
Theoretical Mathematics.
论题主题:
Information Science.
论题主题:
Computer Programming and Software.
中图法分类号:
TP312
一般附注:
September 1984.
一般附注:
Technical report SOL 84-6 (update of SOL 83-7)
一般附注:
At head of title: Systems Optimization Laboratory.
摘要附注:
This report forms the user's guide for Version 3.2 of QPSOL, a set of Fortran subroutines designed to locate the minimum value of a quadratic function subject to linear constraints and simple upper and lower bounds. If the quadratic function is convex, a global minimum is found; otherwise, a local minimum is found. The method used is most efficient when many constraints or bounds are active at the solution. QPSOL treats the Hessian and general constraints as dense matrices, and hence is not intended for large sparse problems. This document replaces he previous user's guide of July 1983.
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