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Stable reduced Hessian updates for indefinite quadratic programming

机译:无限减少的二次编程的稳定减少的Hessian更新

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Stable techniques are considered for updating the reduced Hessian matrix that arises in a null-space active set method for quadratic programming when the Hessian matrix itself may be indefinite. A scheme for defining and updating the null-space basis matrix is described which is adequately stable and allows advantage to be token of sparsity in the constraint matrix. A new canonical form for the reduced Hessian matrix is proposed that can be updated in a numerically stable way. Some consequences for the choice of minor iteration search direction are described. [References: 10]
机译:当Hessian矩阵本身不确定时,可以考虑采用稳定的技术来更新在空空间有效集方法中用于二次编程的简化Hessian矩阵。描述了用于定义和更新零空间基础矩阵的方案,该方案足够稳定并且允许优点成为约束矩阵中的稀疏标记。提出了一种简化的Hessian矩阵的新规范形式,可以用数值稳定的方式进行更新。描述了选择次要迭代搜索方向的一些结果。 [参考:10]

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