The bpmpd interior point solver for convex quadratically constrained quadratic programming problems

Authors:
Csaba Mészáros
Affiliations:
Laboratory of Operations Research and Decision Systems, Hungarian Academy of Sciences
Venue:
LSSC'09 Proceedings of the 7th international conference on Large-Scale Scientific Computing
Year:
2009

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Abstract

The paper describes the convex quadratically constrained quadratic solver Bpmpd which is based on the infeasible–primal–dual algorithm The discussion includes subjects related to the implemented algorithm and numerical algebra employed We outline the implementation with emhasis to sparsity and stability issues Computational results are given on a demonstrative set of convex quadratically constrained quadratic problems.