A dual gradient-projection method for large-scale strictly convex quadratic problems
From MaRDI portal
Publication:2012229
Recommendations
- A numerically stable dual method for solving strictly convex quadratic programs
- A Linearly Convergent Dual-Based Gradient Projection Algorithm for Quadratically Constrained Convex Minimization
- Dual fast projected gradient method for quadratic programming
- A modified projection algorithm for large strictly-convex quadratic programs
- Primal-dual method of solving convex quadratic programming problems
Cites work
- scientific article; zbMATH DE number 3816913 (Why is no real title available?)
- scientific article; zbMATH DE number 3934328 (Why is no real title available?)
- scientific article; zbMATH DE number 780774 (Why is no real title available?)
- scientific article; zbMATH DE number 852536 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A dual-active-set algorithm for positive semi-definite quadratic programming
- A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
- A modified limited SQP method for constrained optimization
- A primal-dual interior-point algorithm for quadratic programming
- A primal-dual regularized interior-point method for convex quadratic programs
- A second derivative SQP method: global convergence
- A solver for nonconvex bound-constrained quadratic optimization
- A sparse nonlinear optimization algorithm
- An inexact sequential quadratic optimization algorithm for nonlinear optimization
- An out-of-core sparse Cholesky solver
- Dual fast projected gradient method for quadratic programming
- Duality in quadratic programming
- Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
- Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs
- Globally convergent primal-dual active-set methods with inexact subproblem solves
- LOQO:an interior point code for quadratic programming
- MA57---a code for the solution of sparse symmetric definite and indefinite systems
- Matrix augmentation and partitioning in the updating of the basis inverse
- Minimizing quadratic functions subject to bound constraints with the rate of convergence and finite termination
- Numeric computation of the projection of a point onto a polyhedron
- Numerical solution of saddle point problems
- On fast factorization pivoting methods for sparse symmetric indefinite systems
- On iterative algorithms for linear least squares problems with bound constraints
- On the Location of Directions of Infinite Descent for Nonlinear Programming Algorithms
- Optimal quadratic programming algorithms. With applications to variational inequalities
- Polynomial algorithms for projecting a point onto a region defined by a linear constraint and box constraints in \(\mathbb{R}^n\)
- Primal and dual active-set methods for convex quadratic programming
- Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
- Projected gradient methods for linearly constrained problems
- QPSchur: A dual, active-set, Schur-complement method for large-scale and structured convex quadratic programming
- Representations of quasi-Newton matrices and their use in limited memory methods
- Subspace accelerated matrix splitting algorithms for asymmetric and symmetric linear complementarity problems
- Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables
- The Multifrontal Solution of Indefinite Sparse Symmetric Linear
- Trust Region Methods
Cited in
(8)- An interior point method and Sherman-Morrison formula for solving large scale convex quadratic problems with diagonal Hessians
- scientific article; zbMATH DE number 1382488 (Why is no real title available?)
- A delayed weighted gradient method for strictly convex quadratic minimization
- DQP
- A modified subgradient extragradient method for solving the variational inequality problem
- QPLIB: a library of quadratic programming instances
- Dual fast projected gradient method for quadratic programming
- A dual Bregman proximal gradient method for relatively-strongly convex optimization
Describes a project that uses
Uses Software
This page was built for publication: A dual gradient-projection method for large-scale strictly convex quadratic problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2012229)
