Benchmarking large-scale distributed convex quadratic programming algorithms
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Cites work
- R-linear convergence of the Barzilai and Borwein gradient method
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A repository of convex quadratic programming problems
- A unified primal-dual algorithm framework based on Bregman iteration
- An online active set strategy to overcome the limitations of explicit MPC
- Application of a Smoothing Technique to Decomposition in Convex Optimization
- Benchmarking optimization software with performance profiles.
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Gradient methods with adaptive step-sizes
- scientific article; zbMATH DE number 51132 (Why is no real title available?)
- Implementation of an optimal first-order method for strongly convex total variation regularization
- Improved Dual Decomposition Based Optimization for DSL Dynamic Spectrum Management
- Introductory lectures on convex optimization. A basic course.
- LAPACK Users' Guide
- Object-oriented software for quadratic programming
- Smooth minimization of non-smooth functions
- Templates for convex cone problems with applications to sparse signal recovery
- The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
- Two-Point Step Size Gradient Methods
Cited in
(12)- Large-scale and distributed optimization. Contributions of the workshop, Lund, Sweden, June 14--16, 2017
- Network-decentralised optimisation and control: an explicit saturated solution
- Dual fast projected gradient method for quadratic programming
- A distributed algorithm for high-dimension convex quadratically constrained quadratic programs
- A conjugate direction based simplicial decomposition framework for solving a specific class of dense convex quadratic programs
- A secant-based Nesterov method for convex functions
- An augmented Lagrangian based algorithm for distributed nonconvex optimization
- Distributed Newton algorithm for a special quadratic programming problem
- A parallel quadratic programming method for dynamic optimization problems
- Input–Output Performance of Linear–Quadratic Saddle-Point Algorithms With Application to Distributed Resource Allocation Problems
- Hierarchical distributed optimization of constraint-coupled convex and mixed-integer programs using approximations of the dual function
- Efficient local and tabu search strategies for large-scale general quadratic integer programming
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