BIB-VERSION:: CS-TR-v2.0
          ID:: STAN//CS-TR-77-638
       ENTRY:: June 28, 1995
ORGANIZATION:: Stanford University, Department of Computer Science
       TITLE:: A generalized conjugate gradient algorithm for solving a
               class of quadratic programming problems
        TYPE:: Technical Report
      AUTHOR:: O'Leary, Dianne Prost
        DATE:: December 1977
       PAGES:: 54
    ABSTRACT:: In this paper we apply matrix splitting techniques and a
               conjugate gradient algorithm to the problem of minimizing a
               convex quadratic form subject to upper and lower bounds on
               the variables. This method exploits sparsity structure in the
               matrix of the quadratic form. Choices of the splitting
               operator are discussed and convergence results are
               established. We present the results of numerical experiments
               showing the effectiveness of the algorithm on free boundary
               problems for elliptic partial differential equations, and we
               give comparisons with other algorithms.
       NOTES:: [Adminitrivia V1/Prg/19950628]
         END:: STAN//CS-TR-77-638