Medium Scale quadprog
in [Matlab]
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From: Stefan Kowalski on 23 Jan 2010 19:48 Hello! I'm using Medium Scale quadprog algorithm from Optimization Toolbox and I'm looking materials about this algorithm. User Guide: http://www.mathworks.com/access/helpdesk/help/toolbox/optim/ug/brnox7l.html#brozzpo says that it is an active-set strategy (also known as a projection method) similar to that of Gill et al., described in [18] and [17]. And than there is a long description of it. To be honest, I don't fully understand it. Does anybody knows what is the full name of this method? Or anybody has some materials about it: books, articles, sites, practical use in some task (that would be the best for me ;)). I'll be greatful for any help. Best regards, Student in need. :)
From: Bruno Luong on 24 Jan 2010 04:32 You must cite the references [17] and [18] and nothing else. If you want to know how active-set in quadratic programing method works, you can read a chapter in Nocedal book for example. http://www.amazon.com/Numerical-Optimization-Jorge-Nocedal/dp/0387987932 Bruno
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