Iterative Methods for Large Convex Quadratic Programs: A Survey
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computational studyconvergenceconvex quadratic programsdualityerror boundslinear complementaritymatrix splittingoptimality conditionssurvey
Numerical mathematical programming methods (65K05) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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- Two-stage parallel iterative methods for the symmetric linear complementarity problem
- An inexact NE/SQP method for solving the nonlinear complementarity problem
- On the dual coordinate ascent approach for nonlinear networks
- Enumeration approach for linear complementarity problems based on a reformulation-linearization technique
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- Error bounds and convergence analysis of feasible descent methods: A general approach
- Descent methods for convex essentially smooth minimization
- On the convergence of the coordinate descent method for convex differentiable minimization
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- A unified description of iterative algorithms for traffic equilibria
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- Convergence of splitting and Newton methods for complementarity problems: An application of some sensitivity results
- Computational schemes for large-scale problems in extended linear- quadratic programming
- Splitting methods for constrained quadratic programs in data analysis
- An inexact algorithm for composite nondifferentiable optimization
- The adventures of a simple algorithm
- Iterative schemes for the least 2-norm solution of piecewise linear programs
- Linearly convergent descent methods for the unconstrained minimization of convex quadratic splines
- An investigation of interior-point and block pivoting algorithms for large-scale symmetric monotone linear complementarity problems
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- On the solution of concave knapsack problems
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