Object-oriented software for quadratic programming
From MaRDI portal
Publication:5461049
DOI10.1145/641876.641880zbMath1068.90586OpenAlexW2080514141WikidataQ113309755 ScholiaQ113309755MaRDI QIDQ5461049
E. Michael Gertz, Stephen J. Wright
Publication date: 21 July 2005
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/641876.641880
Quadratic programming (90C20) Other programming paradigms (object-oriented, sequential, concurrent, automatic, etc.) (68N19) Numerical algorithms for specific classes of architectures (65Y10) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)
Related Items (46)
Two new decomposition algorithms for training bound-constrained support vector machines ⋮ \texttt{acados} -- a modular open-source framework for fast embedded optimal control ⋮ Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs ⋮ Recent advances in quadratic programming algorithms for nonlinear model predictive control ⋮ POINTWISE CONSTRUCTION OF LIPSCHITZ AGGREGATION OPERATORS WITH SPECIFIC PROPERTIES ⋮ Starting-point strategies for an infeasible potential reduction method ⋮ Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy ⋮ On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods ⋮ Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number ⋮ Learning to steer nonlinear interior-point methods ⋮ A factorization with update procedures for a KKT matrix arising in direct optimal control ⋮ Benchmarking large-scale distributed convex quadratic programming algorithms ⋮ A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems ⋮ IPRQP: a primal-dual interior-point relaxation algorithm for convex quadratic programming ⋮ Lifted collocation integrators for direct optimal control in ACADO toolkit ⋮ A Round Trip Time Weighting Model for One-way Delay Estimation ⋮ Interior point methods 25 years later ⋮ Direct Optimal Control and Model Predictive Control ⋮ A preconditioning technique for Schur complement systems arising in stochastic optimization ⋮ Efficient robust optimization for robust control with constraints ⋮ On parallelizing dual decomposition in stochastic integer programming ⋮ Optimal Control of Hybrid Systems with Sliding Modes ⋮ qpOASES: a parametric active-set algorithm for~quadratic programming ⋮ On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems ⋮ A homogeneous model for monotone mixed horizontal linear complementarity problems ⋮ CasADi: a software framework for nonlinear optimization and optimal control ⋮ Parallel interior-point solver for structured quadratic programs: Application to financial planning problems ⋮ A primal-dual regularized interior-point method for convex quadratic programs ⋮ Exploiting separability in large-scale linear support vector machine training ⋮ Identifying superfluous constraints within an interior-point algorithm for convex quadratic programming ⋮ OSQP: An Operator Splitting Solver for Quadratic Programs ⋮ A starting point strategy for nonlinear interior methods. ⋮ Smoothing Lipschitz functions ⋮ Monotonicity preserving approximation of multivariate scattered data ⋮ Exploiting structure in parallel implementation of interior point methods for optimization ⋮ A primal-dual interior-point algorithm for quadratic programming ⋮ QPLIB: a library of quadratic programming instances ⋮ The parallel solution of dense saddle-point linear systems arising in stochastic programming ⋮ Quadratic programming ⋮ A formulation of the linear discrete Coulomb friction problem via convex optimization ⋮ OOQP ⋮ A parallel decomposition algorithm for training multiclass kernel-based vector machines ⋮ Design and implementation of a modular interior-point solver for linear optimization ⋮ A superlinearly convergent splitting feasible sequential quadratic optimization method for two-block large-scale smooth optimization ⋮ QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs ⋮ The ESA NLP Solver WORHP
Uses Software
This page was built for publication: Object-oriented software for quadratic programming
