An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts

DOI10.1137/130940384zbMath1327.90003DBLPjournals/siamjo/JohnsonKW15OpenAlexW290061288WikidataQ59309659 ScholiaQ59309659MaRDI QIDQ5254996

Christian Kirches, Andreas Wächter, Travis C. Johnson

Publication date: 11 June 2015

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b99994de3c4e149fe56239277b4c60be8e13b216

zbMATH Keywords

quadratic programmingsequential quadratic programmingnonlinear programmingpreconditionernonlinear model predictive controlactive setiterative linear solverhot-starts

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Quadratic programming (90C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (3)

Inexact Newton-Type Optimization with Iterated Sensitivities ⋮ Sequential quadratic programming methods for parametric nonlinear optimization ⋮ Solving quadratic programs to high precision using scaled iterative refinement

Uses Software

• qpOASES
• QPSchur

Cites Work

• qpOASES: a parametric active-set algorithm for~quadratic programming
• QPSchur: A dual, active-set, Schur-complement method for large-scale and structured convex quadratic programming
• Stable reduced Hessian updates for indefinite quadratic programming
• An iterative working-set method for large-scale nonconvex quadratic programming
• Branching rules revisited
• An Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Optimization
• Infeasibility Detection and SQP Methods for Nonlinear Optimization
• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• A Computational Study of Search Strategies for Mixed Integer Programming
• Fast Numerical Methods for Mixed-Integer Nonlinear Model-Predictive Control
• A Real-Time Iteration Scheme for Nonlinear Optimization in Optimal Feedback Control
• An online active set strategy to overcome the limitations of explicit MPC
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