Report Number: CS-TR-77-638
Institution: Stanford University, Department of Computer Science
Title: A generalized conjugate gradient algorithm for solving a class of quadratic programming problems
Author: O'Leary, Dianne Prost
Date: December 1977
Abstract: In this paper we apply matrix splitting techniques and a conjugate gradient algorithm to the problem of minimizing a convex quadratic form subject to upper and lower bounds on the variables. This method exploits sparsity structure in the matrix of the quadratic form. Choices of the splitting operator are discussed and convergence results are established. We present the results of numerical experiments showing the effectiveness of the algorithm on free boundary problems for elliptic partial differential equations, and we give comparisons with other algorithms.