Article ID: | iaor1988771 |
Country: | Switzerland |
Volume: | 14 |
Start Page Number: | 225 |
End Page Number: | 243 |
Publication Date: | Feb 1988 |
Journal: | Annals of Operations Research |
Authors: | Wright S. |
An efficient implementation of the null-space method for quadratic programming on the Alliant FX/8 computer is described. The most computationally significant operations in this method are the orthogonal factorization of the constraint matrix and corresponding similarity transformation f the Hessian, and the Cholesky factorization of the reduced Hessian matrix. It is shown how these can be implemented in such a way as to take full advantage of the Alliant’s parallel/vector capabilities and memory hierarchy. Timing results are given on a set of test problems for which the data can be easily accommodated in core memory.