A numerically stable dual method for solving strictly convex quadratic programs
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 4003917
- scientific article; zbMATH DE number 3982419
- A numerically stable least squares solution to the quadratic programming problem
- A Dual Method for Certain Positive Semidefinite Quadratic Programming Problems
- A dual method for solving positive definite quadratic programming
Cites work
- scientific article; zbMATH DE number 3115465 (Why is no real title available?)
- scientific article; zbMATH DE number 3177183 (Why is no real title available?)
- scientific article; zbMATH DE number 3784219 (Why is no real title available?)
- scientific article; zbMATH DE number 3488926 (Why is no real title available?)
- scientific article; zbMATH DE number 3446698 (Why is no real title available?)
- scientific article; zbMATH DE number 883145 (Why is no real title available?)
- scientific article; zbMATH DE number 3332062 (Why is no real title available?)
- scientific article; zbMATH DE number 3363343 (Why is no real title available?)
- A General Quadratic Programming Algorithm
- A Parametric Method for Semidefinite Quadratic Programs
- A computational method for the indefinite quadratic programming problem
- A factorization method for the solution of constrained linear least squares problems allowing subsequent data changes
- A method of solution for quadratic programs
- A stable method for solving certain constrained least squares problems
- An example of cycling in a feasible point algorithm
- Ein Verfahren zur Lösung parameterabhängiger, nichtlinearer Maximum-Probleme
- Large-scale linearly constrained optimization
- Matrix factorizations in optimization of nonlinear functions subject to linear constraints
- Methods for Modifying Matrix Factorizations
- Nonlinear programming codes. Information, tests, performance
- Numerically stable methods for quadratic programming
- On the Numerical Solution of Constrained Least-Squares Problems
- Quadratic programming as an extension of classical quadratic maximization
- Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
- Simplicial methods for quadratic programming
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
- The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints
- The Simplex Method for Quadratic Programming
Cited in
(only showing first 100 items - show all)- Monotone B-Spline Smoothing for a Generalized Linear Model Response
- On active-set methods for quadratic problems with positive semidefinite matrices
- Time-discretized variational formulation of non-smooth frictional contact
- Penalized optimal scaling for ordinal variables with an application to international classification of functioning core sets
- The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods
- Discretization methods for the solution of semi-infinite programming problems
- Nonlinear model predictive control with aggregated constraints
- FBstab: a proximally stabilized semismooth algorithm for convex quadratic programming
- Bootstrap confidence bands for the CDF using ranked-set sampling
- Solving dual problems using a coevolutionary optimization algorithm
- On a conjugate directions method for solving strictly convex QP problem
- Updating of conjugate direction matrices using members of Broyden's family
- Estimating transition coefficients for reconstructing coherent series of mortality by cause of Death
- Shape restricted nonparametric regression with Bernstein polynomials
- scientific article; zbMATH DE number 3902406 (Why is no real title available?)
- Shape-constrained estimation in functional regression with Bernstein polynomials
- Computation for latent variable model estimation: a unified stochastic proximal framework
- LE\textsc{o}P\textsc{art}: a particle library for FE\textsc{ni}CS
- Quadratic programming algorithms for obstacle problems
- Signs of divided differences yield least squares data fitting with constrained monotonicity or convexity
- Sigmoid Data Fitting by Least Squares Adjustment of Second and Third Divided Differences
- scientific article; zbMATH DE number 4154218 (Why is no real title available?)
- A semiparametric generalized ridge estimator and link with model averaging
- scientific article; zbMATH DE number 4072720 (Why is no real title available?)
- A new penalty function algorithm for convex quadratic programming
- On the use of an inverse shortest paths algorithm for recovering linearly correlated costs
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
- A fast design algorithm for elliptic-error and phase-error constrained LS 2-D FIR filters
- A unified framework of constrained regression
- A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
- A weighted gram-schmidt method for convex quadratic programming
- On the superlinear convergence of a trust region algorithm for nonsmooth optimization
- A general projection framework for constrained smoothing.
- The nearest point problem in a polyhedral set and its extensions
- Updating conjugate directions by the BFGS formula
- scientific article; zbMATH DE number 3865005 (Why is no real title available?)
- Active set algorithm for mathematical programs with linear complementarity constraints
- Object library of algorithms for dynamic optimization problems: benchmarking SQP and nonlinear interior point methods
- A linearly distributed lag estimator with \(r\)-convex coefficients
- Complexity and convergence certification of a block principal pivoting method for box-constrained quadratic programs
- The sagitta method for solving linear programs
- A null-space method for computing the search direction in the general inertia-controlling method for dense quadratic programming
- Sparse and smooth additive isotonic model in high-dimensional settings
- Active set methods with reoptimization for convex quadratic integer programming
- An O(N^2) active set method for solving a parametric quadratic program
- scientific article; zbMATH DE number 4003917 (Why is no real title available?)
- Solution of static optimal control problems in nonlinear elasticity via quadratic programming
- Numerical comparisons of nonlinear programming algorithms on serial and vector processors using automatic differentiation
- An algorithm for solving the minimum-norm point problem over the intersection of a polytope and an affine set
- Parameter identification in financial market models with a feasible point SQP algorithm
- Design of smallest size two-dimensional linear-phase FIR filters with magnitude error constraint
- An active set strategy for solving optimization problems with up to 200,000,000 nonlinear constraints
- Direct-dual Fejér methods for problems of quadratic programming
- Semiparametric Models for Accelerated Destructive Degradation Test Data Analysis
- Nonlinear modeling and control approach to magnetic levitation ball system using functional weight RBF network-based state-dependent ARX model
- scientific article; zbMATH DE number 3894842 (Why is no real title available?)
- Hybrid metaheuristics for constrained portfolio selection problems
- A dual method for solving positive definite quadratic programming
- Positive numerical integration methods for chemical kinetic systems
- Koopman operator method for solution of generalized aggregate data inverse problems
- scientific article; zbMATH DE number 3928729 (Why is no real title available?)
- Resolving degeneracy in quadratic programming
- Convex optimization techniques in compliant assembly simulation
- Identifying superfluous constraints within an interior-point algorithm for convex quadratic programming
- Randomized algorithms for the separation of point sets and for solving quadratic programs
- An active index algorithm for the nearest point problem in a polyhedral cone
- Equivalence between constrained optimal smoothing and Bayesian estimation
- Characterizing the SLOPE trade-off: a variational perspective and the Donoho-Tanner limit
- New moderation methods of higher school certificate assessments: a case study of the New South Wales practice
- Finite-dimensional approximation of Gaussian processes with linear inequality constraints and noisy observations
- A note on forecasting Euro area inflation: leave-\(h\)-out cross validation combination as an alternative to model selection
- Robust clusterwise linear regression through trimming
- Minimal subfamilies and the probabilistic interpretation for modulus on graphs
- The relative formulation of the quadratic programming problem in the aircraft assembly modeling
- Sequential construction and dimension reduction of Gaussian processes under inequality constraints
- Shape constrained smoothing using smoothing splines
- Parallel primal-dual active-set algorithm with nonlinear and linear preconditioners
- Constrained least squares simplicial-simplicial regression
- Large-scale constrained Gaussian processes for shape-restricted function estimation
- Solving nonlinear programming problems with very many constraints
- An O(n^ 3L) primal interior point algorithm for convex quadratic programming
- A strictly improving linear programming Phase I algorithm
- Primal and dual active-set methods for convex quadratic programming
- Globally convergent primal-dual active-set methods with inexact subproblem solves
- Weighted multiple blockwise imputation method for high-dimensional regression with blockwise missing data
- On the minimum-norm solution of convex quadratic programming
- Two-stage estimation of inequality-constrained marginal linear models with longitudinal data
- A stabilization-free hybrid virtual element formulation for the accurate analysis of 2D elasto-plastic problems
- Orthogonal and conjugate basis methods for solving equality constrained minimization problems
- Duality based domain decomposition with proportioning for the solution of free boundary problems
- Emulators for stochastic simulation codes
- Local convergence analysis for the REQP algorithm using conjugate basis matrices
- Minimum variance capacity identification
- High-order sequential simulation via statistical learning in reproducing kernel Hilbert space
- CMLS
- Finite element analysis of nonsmooth contact
- qpmadr
- Generalization of effective conductance centrality for egonetworks
- Tuning strategy for the proximity parameter in convex minimization
- Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
This page was built for publication: A numerically stable dual method for solving strictly convex quadratic programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q59165)
