An iterative working-set method for large-scale nonconvex quadratic programming
DOI10.1016/S0168-9274(02)00120-4zbMATH Open1012.65054OpenAlexW2131687653WikidataQ58185834 ScholiaQ58185834MaRDI QIDQ1862010FDOQ1862010
Authors: Nicholas I. M. Gould, Philippe L. Toint 
Publication date: 10 March 2003
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0168-9274(02)00120-4
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quadratic programmingnonconvexpreconditioninglarge-scaleconjugate gradient methodactive-set methodLanczos methodsFortran 90 package QPAGALAHAD library
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Large-scale problems in mathematical programming (90C06) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Methods of reduced gradient type (90C52)
Cites Work
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Cited In (9)
- Global optimization of truss topology with discrete bar areas. I: Theory of relaxed problems
- QPLIB: a library of quadratic programming instances
- Adaptive tetrahedral meshing in free-surface flow
- Primal and dual active-set methods for convex quadratic programming
- QPA
- An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts
- A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
- Methods for convex and general quadratic programming
- An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix
Uses Software
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