On the efficiency and numerical stability of orthogonal factorization method for equality-constrained quadratic programming problems

We consider the orthogonal factorization method for linear equality-constrained quadratic programming problems. Backward error analysis of this method is developed in a previous work. In this paper the efficiency and the numerical stability of the method are evaluated experimentally on a class of test problems. The computer experimentation is carried out on CRAY C90 using LINPACK library