[Clp] Reduced Gradient Method in Clp
armen nahapetyan
armen_nahapetyan at yahoo.com
Tue Nov 3 00:46:34 EST 2009
Hello,
I am using the Coin-Or Clp.
I would like to know more about the Reduced Gradient method which is used for solving Quadratic programming problem in Clp.
I have got the documentation which is refereed in the Clp source code:
Forrest and Tomlin, Implementing the simplex method for
the Optimization Subroutine
Library - IBM Systems Journal 1992
Gill, Murray, Saunders, Wright A Practical Anti-Cycling
Procedure for Linear and Nonlinear Programming SOL report 1988
But that documentation mainly discourse numerical issues and corner cases.
Could someone please refer a documentation which will describe the Reduced Gradient Method for Quadratic Programming problem implemented in Clp.
Thanks in Advance,
Armen Nahapetyan
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