diff --git a/README.md b/README.md index b780f8f..aa8abed 100644 --- a/README.md +++ b/README.md @@ -5,3 +5,10 @@ This is a collection of [symmetric and quasi-definite](http://dx.doi.org/10.1137 The systems arise from some of the [CUTE](https://github.com/mpf/Optimization-Test-Problems) quadratic optimization problems, and are output during the iterations of [an interior-point method](https://github.com/dpo/nlpy/blob/master/nlpy/optimize/solvers/cqp.py). As the iteration number grows, the system becomes more ill conditioned. The [2x2 and 3x3 formulations](http://dx.doi.org/10.1137/120890600) of each system are given with accompanying right-hand side. + +## Reference + +* [D. Orban. Limited-Memory LDLT Factorization of Symmetric + Quasi-Definite Matrices with Application to Constrained Optimization. Cahier + du GERAD G-2013-87. GERAD, Montreal, + Canada](http://www.gerad.ca/~orban/_static/go2013.pdf).