Abstract
Many algorithms for solution of quadratic programming problems generate a sequence of simpler auxiliary problems whose solutions approximate the solution of a given problem. When these auxiliary problems are solved iteratively, which may be advantageous for large problems, it is necessary to define precision of their solution so that the whole procedure is effective. In this paper, we review our recent results on implementation of algorithms with precision control that exploits the norm of violation of Karush-Kuhn-Tucker conditions.
Published Version
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