IPRQP: a primal-dual interior-point relaxation algorithm for convex quadratic programming

DOI10.1007/S10898-023-01314-8MaRDI QIDQ6064060zbMATH OpenFDO

Authors Rui-Jin Zhang, Xinwei Liu, Yuhong Dai

Publication date 8 November 2023

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10898-023-01314-8

zbMATH Keywords

convex quadratic programminginfeasibility detectioninterior-point relaxation methodsmoothing barrier augmented Lagrangian

Mathematics Subject Classification ID

Quadratic programming (90C20) Interior-point methods (90C51) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

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• An interior point-proximal method of multipliers for convex quadratic programming
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• Computational Experience with an Interior Point Cutting Plane Algorithm
• FBstab: a proximally stabilized semismooth algorithm for convex quadratic programming
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• scientific article; zbMATH DE number 964349 (Why is no real title available?)
• Infeasibility detection in the alternating direction method of multipliers for convex optimization
• Matrix-free interior point method
• Object-oriented software for quadratic programming
• On the Implementation of a Primal-Dual Interior Point Method
• OSQP: an operator splitting solver for quadratic programs
• qpOASES: a parametric active-set algorithm for~quadratic programming
• Recent advances in quadratic programming algorithms for nonlinear model predictive control
• The polynomial solvability of convex quadratic programming
• Warm start of the primal-dual method applied in the cutting-plane scheme

Cited in

(4)

• Speeding up IP-based algorithms for constrained quadratic 0-1 optimization
• IPRSDP: a primal-dual interior-point relaxation algorithm for semidefinite programming
• IPRSOCP: a primal-dual interior-point relaxation algorithm for second-order cone programming
• An adaptive cubic regularisation algorithm based on interior-point methods for optimization with general inequality constraints

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