An iterative working-set method for large-scale nonconvex quadratic programming
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quadratic programmingnonconvexpreconditioninglarge-scaleconjugate gradient methodactive-set methodLanczos methodsFortran 90 package QPAGALAHAD library
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Large-scale problems in mathematical programming (90C06) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Methods of reduced gradient type (90C52)
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Cites work
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- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
- scientific article; zbMATH DE number 4197288 (Why is no real title available?)
- A model algorithm for composite nondifferentiable optimization problems
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- A quadratic programming algorithm using conjugate search directions
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- Augmentability in optimization theory
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- Direct Solution of Sets of Linear Equations whose Matrix is Sparse, Symmetric and Indefinite
- Factorizing symmetric indefinite matrices
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- Inertia-Controlling Methods for General Quadratic Programming
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- On Modified Factorizations for Large-Scale Linearly Constrained Optimization
- On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Preprocessing for quadratic programming
- Projected Newton Methods for Optimization Problems with Simple Constraints
- Projected gradient methods for linearly constrained problems
- Solving the Trust-Region Subproblem using the Lanczos Method
- Some Stable Methods for Calculating Inertia and Solving Symmetric Linear Systems
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- The Multifrontal Solution of Indefinite Sparse Symmetric Linear
- The conjugate gradient method in extremal problems
Cited in
(9)- Methods for convex and general quadratic programming
- An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix
- A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
- An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts
- QPA
- Global optimization of truss topology with discrete bar areas. I: Theory of relaxed problems
- Primal and dual active-set methods for convex quadratic programming
- Adaptive tetrahedral meshing in free-surface flow
- QPLIB: a library of quadratic programming instances
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