Computational schemes for large-scale problems in extended linear- quadratic programming
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Publication:1813335
DOI10.1007/BF01582268zbMath0735.90050MaRDI QIDQ1813335
Publication date: 25 June 1992
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Linear programming (90C05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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Cites Work
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- An extension of Karmarkar's projective algorithm for convex quadratic programming
- Methods of descent for nondifferentiable optimization
- An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming
- Iterative Methods for Large Convex Quadratic Programs: A Survey
- Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
- Monotone Operators and the Proximal Point Algorithm
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Linear-Quadratic Programming and Optimal Control
- Convex Analysis
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