On the efficiency of splitting and projection methods for large strictly convex quadratic programs

In this paper we analyse the behaviour of the classical splitting and projection methods for solving large-scale strictly convex quadratic programming problems with linear constraints. The drawbacks of these classical methods are overcome by the recent modified projection-type and variable projection methods. These new approaches have the same complexity and a similar structure: each iteration consists of a projection step followed by a correction formula. Neverthless, on the contrary of the modified projection-type methods, the variable projection method does not require to prefix any scalar parameters and is weakly dependent on a priori scaling of the objective function. The results of a numerical experimentation permit to compare the new approaches with the classical splitting and projection methods and to evaluate the effectivenes of the variable projection method as solver of large quadratic programs.