New theoretical results on recursive quadratic programming algorithms
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 4037611
- A new algorithm for quadratic programming
- scientific article; zbMATH DE number 4172744
- A new algorithm for concave quadratic programming
- A new algorithm for solving the general quadratic programming problem
- A new successive quadratic programming algorithm
- A New Algorithm for Solving Strictly Convex Quadratic Programs
- scientific article; zbMATH DE number 3869080
- A new accelerating method for solving quadratic programming
- New Results on Quadratic Minimization
Cites work
- scientific article; zbMATH DE number 3928227 (Why is no real title available?)
- scientific article; zbMATH DE number 3932312 (Why is no real title available?)
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
- scientific article; zbMATH DE number 3381785 (Why is no real title available?)
- scientific article; zbMATH DE number 3423824 (Why is no real title available?)
- A note on using alternative second-order models for the subproblems arising in barrier function methods for minimization
- Algorithm 652
- Convergence Theorems for Least-Change Secant Update Methods
- Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
- Fixed-Point Quasi-Newton Methods
- Local Convergence Theory of Inexact Newton Methods Based on Structured Least Change Updates
- Modifications to the subroutine OPALQP for dealing with large problems
- Numerical Stability and Efficiency of Penalty Algorithms
- On the Accurate Determination of Search Directions for Simple Differentiable Penalty Functions
- On the Convergence of a Sequential Penalty Function Method for Constrained Minimization
- Path-Following Methods for Linear Programming
- Recursive quadratic programming methods based on the augmented lagrangian
- Using the KKT matrix in an augmented Lagrangian SQP method for sparse constrained optimization
- Why a Pure Primal Newton Barrier Step May be Infeasible
Cited in
(6)- A regularization method for constrained nonlinear least squares
- scientific article; zbMATH DE number 3869080 (Why is no real title available?)
- The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
- Quasiconvex analysis of multivariate recurrence equations for backtracking algorithms
- Outer trust-region method for constrained optimization
- On the behaviour of constrained optimization methods when Lagrange multipliers do not exist
This page was built for publication: New theoretical results on recursive quadratic programming algorithms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1265011)
