Adaptive constraint reduction for convex quadratic programming

DOI10.1007/S10589-010-9324-8zbMath1245.90082OpenAlexW2040675561MaRDI QIDQ434155

Jin Hyuk Jung, André L. Tits, Dianne P. O'Leary

Publication date: 10 July 2012

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-010-9324-8

zbMATH Keywords

column generationconvex quadratic programmingconstraint reductionprimal-dual interior-point method

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Interior-point methods (90C51)

Related Items (8)

A constraint-reduced algorithm for semidefinite optimization problems with superlinear convergence ⋮ Constraint selection in a build-up interior-point cutting-plane method for solving relaxations of the stable-set problem ⋮ On the augmented subproblems within sequential methods for nonlinear programming ⋮ A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme ⋮ Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems ⋮ A polynomial time constraint-reduced algorithm for semidefinite optimization problems ⋮ An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods ⋮ An exterior point polynomial-time algorithm for convex quadratic programming

Uses Software

• LIPSOL
• NewtonKKTqp
• reducedLP

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A constraint-reduced variant of Mehrotra's predictor-corrector algorithm
• An active-set strategy in an interior point method for linear programming
• A new polynomial-time algorithm for linear programming
• A potential-reduction variant of Renegar's short-step path-following method for linear programming
• An \(O(n^ 3L)\) potential reduction algorithm for linear programming
• Adaptive constraint reduction for training support vector machines
• Newton-KKT interior-point methods for indefinite quadratic programming
• A ``build-down scheme for linear programming
• Support-vector networks
• On the Implementation of a Primal-Dual Interior Point Method
• A Potential Reduction Algorithm Allowing Column Generation
• An Analytic Center Based Column Generation Algorithm for Convex Quadratic Feasibility Problems
• Numerical Optimization
• Interior-Point Methods for Massive Support Vector Machines
• Generalization performance of regularization networks and support vector machines via entropy numbers of compact operators
• Constraint Reduction for Linear Programs with Many Inequality Constraints
• Adaptive use of iterative methods in predictor-corrector interior point methods for linear programming

This page was built for publication: Adaptive constraint reduction for convex quadratic programming