A repository of convex quadratic programming problems
From MaRDI portal
Recommendations
Cited in
(51)- Advances in design and implementation of optimization software
- Threshold incomplete factorization constraint preconditioners for saddle-point matrices
- A primal-dual regularized interior-point method for convex quadratic programs
- An interior point-proximal method of multipliers for convex quadratic programming
- Block preconditioners for linear systems in interior point methods for convex constrained optimization
- QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs
- On a primal-dual Newton proximal method for convex quadratic programs
- A wide neighborhood arc-search interior-point algorithm for convex quadratic programming with box constraints and linear constraints
- Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming
- An active-set proximal-Newton algorithm for \(\ell_1\) regularized optimization problems with box constraints
- COSMO: a conic operator splitting method for convex conic problems
- QPLIB: a library of quadratic programming instances
- Solving quadratic programs to high precision using scaled iterative refinement
- An exterior point polynomial-time algorithm for convex quadratic programming
- A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- A secant-based Nesterov method for convex functions
- Trajectory-following methods for large-scale degenerate convex quadratic programming
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- Steplength selection in interior-point methods for quadratic programming
- A primal-dual interior-point algorithm for quadratic programming
- Benchmarking large-scale distributed convex quadratic programming algorithms
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Sparsity in convex quadratic programming with interior point methods
- A class of primal affine scaling algorithms
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Block BFGS methods
- qpOASES: a parametric active-set algorithm for~quadratic programming
- QVILIB: A library of quasi-variational inequality test problems
- Operator splitting for a homogeneous embedding of the linear complementarity problem
- Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy
- An active-set proximal quasi-Newton algorithm for ℓ1-regularized minimization over a sphere constraint
- General-purpose preconditioning for regularized interior point methods
- IPRQP: a primal-dual interior-point relaxation algorithm for convex quadratic programming
- A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming
- Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques
- Stellato-Banjac-Goulart-Bemporad-Boyd[2020]:OSQP: an operator splitting solver for quadratic programs
- Maros-Mészáros repository of convex quadratic programming problems
- CVXOPT Python package implementing interior-point methods for convex cone programs (LP/QP/SOCP/SDP)
- admm alternating direction method of multipliers (operator-splitting for constrained/composite problems)
- A practical and optimal first-order method for large-scale convex quadratic programming
- Optimization over convex polyhedra via Hadamard parametrizations
- On active-set methods for quadratic problems with positive semidefinite matrices
- Accelerating preconditioned ADMM via degenerate proximal point mappings
- A generalized projection-based scheme for solving convex constrained optimization problems
- An inertial-type parameterized Uzawa method for solving saddle point linear systems
- A new approach for linear systems of the form (A + UU^T)x = b
- An improved descent direction for path-following algorithm in monotone linear complementarity problems.
- OSQP: an operator splitting solver for quadratic programs
- Managing randomization in the multi-block alternating direction method of multipliers for quadratic optimization
This page was built for publication: A repository of convex quadratic programming problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4504798)