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A block active set algorithm for large-scalequadratic programming with box cons...

Abstract An algorithm for computing a stationary point of a quadratic program with box constraints(BQP) is proposed. Each iteration of this procedure comprises a guessing strategy whichforecasts the active bounds at a stationary point, the determination of a descent direction bymeans of solving a reduced strictly convex quadratic program with box constraints and anexact line search. Global convergence is estab...