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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
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Directors:
Randolph E. Bank
Philip E. Gill
Michael Holst
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Randolph E. Bank
Philip E. Gill
Michael Holst
Administrative Contact:
[ Click to Send Email ]
User's Guide for SQIC
by Philip E. Gill, Elizabeth WongAbstract:
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