Arnold Neumaier, Universität Wien
MINQ is a MATLAB program for bound constrained indefinite quadratic programming, based on a combination of coordinate searches and subspace minimization steps - safeguarded equality-constrained QP-steps when the coordinate searches no longer change the active set. Rank 1 updates, in a format suited for both the dense and sparse case, are used to keep the linear algebra cheap. The code is available at
solon.cma.univie.ac.at/~neum/software/minq
E-Mail: | neum@cma.univie.ac.at |
Homepage: | solon.cma.univie.ac.at/~neum/ |