A General Quadratic Programming Algorithm

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(37)

Degenerate values for Broyden methods
Solution of projection problems over polytopes
A projection and contraction method for a class of linear complementarity problems and its application in convex quadratic programming
An accelerated multiplier method for nonlinear programming
A new penalty function algorithm for convex quadratic programming
Constraint deletion strategy in the inertia-controlling quadratic programming method
Nonlinear coordinate representations of smooth optimization problems
A semi-Lagrangian mixed finite element method for advection-diffusion variational inequalities
Methods for convex and general quadratic programming
PAL-Hom method for QP and an application to LP
A hybrid approach for index tracking with practical constraints
Two-stage estimation of inequality-constrained marginal linear models with longitudinal data
Projected gradient algorithms for optimization over order simplices
Primal and dual active-set methods for convex quadratic programming
A weighted gram-schmidt method for convex quadratic programming
Equivalence of some quadratic programming algorithms
An algorithm for least distance programming
A method to increase the computational efficiency of certain quadratic programming algorithms
Matrix factorizations in optimization of nonlinear functions subject to linear constraints
A combined conjugate-gradient quasi-Newton minimization algorithm
A computational study of active set strategies in nonlinear programming with linear constraints
A canonical dual approach for solving linearly constrained quadratic programs
Accounting for stimulation treatments in modeling of oil reservoirs development using the material balance method
An algorithm for solving linearly constrained optimization problems
An equivalence between two algorithms for general quadratic programming
A direct active set algorithm for large sparse quadratic programs with simple bounds
A numerically stable dual method for solving strictly convex quadratic programs
A random active set method for strictly convex quadratic problem with simple bounds
A null-space method for computing the search direction in the general inertia-controlling method for dense quadratic programming
Distributed implementation of DeePC for multi-input LTI systems over directed graphs
Constrained Dikin-Langevin diffusion for polyhedra
Parametric direct support method for solving the bi-objective portfolio optimization problem
Integer quadratic optimization
The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis
The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. II. An efficient implementation with linear least squares subproblems
Optimal control computation for linear time-lag systems with linear terminal constraints
Interior-point algorithms for global optimization

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