Z. Dostal et al., Augmented lagrangians with adaptive precision control for quadratic programming with equality constraints, COMPUT OP A, 14(1), 1999, pp. 37-53
In this paper we introduce an augmented Lagrangian type algorithm for stric
tly convex quadratic programming problems with equality constraints. The ne
w feature of the proposed algorithm is the adaptive precision control of th
e solution of auxiliary problems in the inner loop of the basic algorithm.
Global convergence and boundedness of the penalty parameter are proved and
an error estimate is given that does not have any term that accounts for th
e inexact solution of the auxiliary problems. Numerical experiments illustr
ate efficiency of the algorithm presented.