Pages that link to "Item:Q4152038"

The following pages link to Numerically stable methods for quadratic programming (Q4152038):

Displayed 32 items.

• A numerically stable dual method for solving strictly convex quadratic programs (Q59165) ‎ (← links)
• A direct active set algorithm for large sparse quadratic programs with simple bounds (Q583116) ‎ (← links)
• An analytical formula for ring artefact suppression in X-ray tomography (Q602844) ‎ (← links)
• A null-space method for computing the search direction in the general inertia-controlling method for dense quadratic programming (Q706949) ‎ (← links)
• On the numerical realization of the exact penalty method for quadratic programming algorithms (Q751516) ‎ (← links)
• Solving the minimal least squares problem subject to bounds on the variables (Q797970) ‎ (← links)
• Global optimization of truss topology with discrete bar areas. I: Theory of relaxed problems (Q953214) ‎ (← links)
• An algorithm for composite nonsmooth optimization problems (Q1057188) ‎ (← links)
• Experiments with successive quadratic programming algorithms (Q1090233) ‎ (← links)
• A computational method for the indefinite quadratic programming problem (Q1158735) ‎ (← links)
• Solution of projection problems over polytopes (Q1185491) ‎ (← links)
• A projection and contraction method for a class of linear complementarity problems and its application in convex quadratic programming (Q1188288) ‎ (← links)
• Computation of a trust region step (Q1198611) ‎ (← links)
• A practical anti-cycling procedure for linearly constrained optimization (Q1264089) ‎ (← links)
• An SQP method for general nonlinear programs using only equality constrained subproblems (Q1290629) ‎ (← links)
• A new technique for inconsistent QP problems in the SQP method (Q1298765) ‎ (← links)
• Constraint deletion strategy in the inertia-controlling quadratic programming method (Q1604060) ‎ (← links)
• Sparse quadratic programming in chemical process optimization (Q2368094) ‎ (← links)
• Convex relaxation and Lagrangian decomposition for indefinite integer quadratic programming (Q2786313) ‎ (← links)
• A weighted gram-schmidt method for convex quadratic programming (Q3337227) ‎ (← links)
• Equivalence of some quadratic programming algorithms (Q3343781) ‎ (← links)
• Optimization over the efficient set using an active constraint approach (Q3363070) ‎ (← links)
• On the superlinear convergence of a trust region algorithm for nonsmooth optimization (Q3698656) ‎ (← links)
• On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem (Q3720303) ‎ (← links)
• A regularized decomposition method for minimizing a sum of polyhedral functions (Q3735489) ‎ (← links)
• Implementable<i>L</i>_∞penalty-function method for semi-infinite optimization (Q3771983) ‎ (← links)
• Avoiding Modified Matrix Factorizations in Newton-like Methods (Q3802526) ‎ (← links)
• The computation of Lagrange-multiplier estimates for constrained minimization (Q3858049) ‎ (← links)
• On solving a primal geometric program by partial dual optimization (Q3921005) ‎ (← links)
• A method to increase the computational efficiency of certain quadratic programming algorithms (Q3959745) ‎ (← links)
• FUZZY MULTIPLE OBJECTIVE PROGRAMMING IN AN INTERVAL PIECEWISE REGRESSION MODEL (Q5324317) ‎ (← links)
• INTERVAL PIECEWISE REGRESSION MODEL WITH AUTOMATIC CHANGE-POINT DETECTION BY QUADRATIC PROGRAMMING (Q5692934) ‎ (← links)