QPSchur: A dual, active-set, Schur-complement method for large-scale and structured convex quadratic programming
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Publication:833407
DOI10.1007/s11081-006-6588-zzbMath1167.90615OpenAlexW2034466934MaRDI QIDQ833407
Roscoe A. Bartlett, Lorenz T. Biegler
Publication date: 12 August 2009
Published in: Optimization and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11081-006-6588-z
Related Items (14)
Recent advances in quadratic programming algorithms for nonlinear model predictive control ⋮ Primal and dual active-set methods for convex quadratic programming ⋮ A factorization with update procedures for a KKT matrix arising in direct optimal control ⋮ Optimal sensitivity based on IPOPT ⋮ qpOASES: a parametric active-set algorithm for~quadratic programming ⋮ Complexity and convergence certification of a block principal pivoting method for box-constrained quadratic programs ⋮ Parameter optimization using the \(L_\infty \) exact penalty function and strictly convex quadratic programming problems ⋮ A dual gradient-projection method for large-scale strictly convex quadratic problems ⋮ Dual support method for solving convex quadratic programs ⋮ QPSchur ⋮ Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves ⋮ An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts ⋮ An exterior point polynomial-time algorithm for convex quadratic programming ⋮ Methods for convex and general quadratic programming
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