An iterative working-set method for large-scale nonconvex quadratic programming
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active-set methodconjugate gradient methodFortran 90 package QPAGALAHAD libraryLanczos methodslarge-scalenonconvexpreconditioningquadratic programming
Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Methods of reduced gradient type (90C52)
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Cites work
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- Definiteness and semidefiniteness of quadratic forms revisited
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- Factorizing symmetric indefinite matrices
- Global Convergence of a a of Trust-Region Methods for Nonconvex Minimization in Hilbert Space
- scientific article; zbMATH DE number 3497901 (Why is no real title available?)
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- Inertia-controlling factorizations for optimization algorithms
- Inertia-Controlling Methods for General Quadratic Programming
- Matrix augmentation and partitioning in the updating of the basis inverse
- Methods for Modifying Matrix Factorizations
- Methods of conjugate gradients for solving linear systems
- Newton Methods for Large-Scale Linear Equality-Constrained Minimization
- 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 gradient methods for linearly constrained problems
- Projected Newton Methods for Optimization Problems with Simple Constraints
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- Some Stable Methods for Calculating Inertia and Solving Symmetric Linear Systems
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
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Cited in
(10)- QPA
- An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix
- QPLIB: a library of quadratic programming instances
- A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
- Methods for convex and general quadratic programming
- Adaptive tetrahedral meshing in free-surface flow
- Primal and dual active-set methods for convex quadratic programming
- An Algorithm for Large-Scale Quadratic Programming
- An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts
- Global optimization of truss topology with discrete bar areas. I: Theory of relaxed problems
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