Interior-point solver for large-scale quadratic programming problems with bound constraints

DOI10.1007/S10957-006-9043-6zbMath1139.90021OpenAlexW2044815392MaRDI QIDQ2370027

Sonia Cafieri, Gerardo Toraldo, Marco D'apuzzo, Marina Marino, Antonio Mucherino

Publication date: 21 June 2007

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

Full work available at URL: https://doi.org/10.1007/s10957-006-9043-6

zbMATH Keywords

conjugate gradient methodincomplete Cholesky factorizationpotential reduction methodBound-constrained quadratic programming

Mathematics Subject Classification ID

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

Related Items (12)

Starting-point strategies for an infeasible potential reduction method ⋮ On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods ⋮ A wide neighborhood arc-search interior-point algorithm for convex quadratic programming with box constraints and linear constraints ⋮ Stopping criteria for inner iterations in inexact potential reduction methods: a computational study ⋮ A predictor-corrector algorithm with multiple corrections for convex quadratic programming ⋮ A preconditioning technique for Schur complement systems arising in stochastic optimization ⋮ On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems ⋮ Combined interior-point method and semismooth Newton method for frictionless contact problems ⋮ Convergence analysis of an inexact potential reduction method for convex quadratic programming ⋮ Application of a GPU-accelerated hybrid preconditioned conjugate gradient approach for large 3D problems in computational geomechanics ⋮ Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves ⋮ A predictor-corrector affine scaling method to train optimized extreme learning machine

Uses Software

• KNITRO
• LOQO
• BLAS
• Mosek
• TRON
• CG+
• OOPS
• ESSL

Cites Work

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• A set of level 3 basic linear algebra subprograms
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• An Interior Point Algorithm for Large-Scale Nonlinear Programming
• Newton's Method for Large Bound-Constrained Optimization Problems
• Incomplete Cholesky Factorizations with Limited Memory
• Indefinitely preconditioned conjugate gradient method for large sparse equality and inequality constrained quadratic problems
• A trust region method based on interior point techniques for nonlinear programming.
• Adaptive use of iterative methods in predictor-corrector interior point methods for linear programming

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