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GAMS Module 559 in TOMS


559

 
HSQP: a subroutine for computing the stationary point of a quadratic function of n
variables subject to linear constraints. (See J.T. Betts, ACM TOMS 6 (1980) pp.
432-436.).
 
Classes  :  G2e1 . Quadratic programming for positive definite Hessians
                 (i.e., convex problems)
            G2e2 . Quadratic programming for indefinite Hessians
 
Type     : Fortran software in TOMS collection.
Access   : Some uses prohibited. Portable.
Precision: Single.
 
Usage    : CALL HSQP(A, B, C, D, M, N, TAU, G, H, U, IP, MAXRA, MAXRC, DJNORM, X,
           KRANK)
 
Details  : Fullsource
Sites    : (1) NETLIB
 

Implementation of 559 from TOMS on NETLIB

 
NETLIB:    Public access repository, The University of Tennessee at
           Knoxville and Bell Laboratories
 
Precision: Single.
 
You may access components from NETLIB outside GAMS as follows.
 
   Fullsource   : echo "send 559 from toms" | mail netlib@ornl.gov


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