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Directors:
Randolph E. Bank
Philip E. Gill
Michael Holst

Administrative Contact:
Terry Le

Office: AP&M 7431
Phone: (858)534-9813
Fax: (858)534-5273
E-mail: tele@ucsd.edu
User's Guide for SQIC

by Philip E. Gill, Elizabeth Wong

Abstract:

SQIC is a software package for minimizing a general quadratic function subject to both equality and inequality constraints. SQIC is an implementation of an inertia-controlling active-set method that is capable of utilizing third-party linear solvers. It is efficient on problems with a small or large number of degrees of freedom. SQIC is intended for large-scale problems with sparse Hessian and constraint matrices. The quadratic term 1/2 x'Hx in the objective function is represented by either a user subroutine that returns the product Hx for a given vector x, or a sparse matrix structure containing the matrix H.

UCSD-CCoM-14-02.pdf   July 2014