An Infeasible Active Set Method for Quadratic Problems with Simple Bounds

DOI10.1137/S1052623400376135MaRDI QIDQ4441947zbMATH OpenOpenAlexFDO

Authors

Publication date 19 January 2004

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1052623400376135

zbMATH Keywords

convex programmingprimal-dual active set method

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Numerical methods involving duality (49M29)

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(20)

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• Biorthogonal basis functions in \(hp\)-adaptive FEM for elliptic obstacle problems
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• Globally convergent primal-dual active-set methods with inexact subproblem solves
• Procedures for optimization problems with a mixture of bounds and general linear constraints
• Regularization of inverse problems via box constrained minimization
• An Algorithmic Characterization of P-matricity II: Adjustments, Refinements, and Validation
• Numerical solutions of the \(m\)-membranes problem
• A posteriori error estimate for contact problems in porous media
• On a semi-smooth Newton method and its globalization
• A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
• An index search method based inner-outer iterative algorithm for solving nonnegative least squares problems
• A feasible active set method for strictly convex quadratic problems with simple bounds

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Uses Software

• TRON

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