Solving nearly-separable quadratic optimization problems as nonsmooth equations
DOI10.1007/S10589-017-9895-8zbMATH Open1370.90169OpenAlexW2583600481MaRDI QIDQ2013144FDOQ2013144
Arvind U. Raghunathan, Frank E. Curtis
Publication date: 3 August 2017
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-017-9895-8
dual decompositionsemismooth Newton methodsFischer-Burmeister functioncomplementarity problemsquadratic optimization problems
Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Newton-type methods (49M15) Decomposition methods (49M27) Numerical methods involving duality (49M29) Numerical methods based on necessary conditions (49M05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- MINQ8: general definite and bound constrained indefinite quadratic programming
- A globally convergent primal-dual interior-point filter method for nonlinear programming
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- A parallel quadratic programming method for dynamic optimization problems
- Smooth minimization of non-smooth functions
- Introductory lectures on convex optimization. A basic course.
- Excessive Gap Technique in Nonsmooth Convex Minimization
- A nonsmooth version of Newton's method
- Combining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problems
- Monotone Operators and the Proximal Point Algorithm
- Semismooth and Semiconvex Functions in Constrained Optimization
- Application of a Smoothing Technique to Decomposition in Convex Optimization
- An Inexact Perturbed Path-Following Method for Lagrangian Decomposition in Large-Scale Separable Convex Optimization
- A semismooth equation approach to the solution of nonlinear complementarity problems
- The Linear Complementarity Problem
- Introduction to Stochastic Programming
- On the Global Convergence of a Filter--SQP Algorithm
- Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
- Nonlinear programming without a penalty function.
- A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
- Regularity Properties of a Semismooth Reformulation of Variational Inequalities
- A special newton-type optimization method
- Sensitivity analysis for nonlinear programming using penalty methods
- A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
- Parallel multi-block ADMM with \(o(1/k)\) convergence
- Interior-point Lagrangian decomposition method for separable convex optimization
- A New Nonsmooth Equations Approach to Nonlinear Complementarity Problems
- On the optimal design of water distribution networks: a practical MINLP approach
- Global Optimization of Nonlinear Network Design
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- A line search filter approach for the system of nonlinear equations
- Directional derivatives of the solution of a parametric nonlinear program
- A theoretical and numerical comparison of some semismooth algorithms for complementarity problems
- The semismooth algorithm for large scale complementarity problems
- Projected filter trust region methods for a semismooth least squares formulation of mixed complementarity problems
- Iteration complexity analysis of dual first-order methods for conic convex programming
- Path-following gradient-based decomposition algorithms for separable convex optimization
Cited In (1)
Uses Software
Recommendations
- Title not available (Why is that?) π π
- Nonsmooth optimization via quasi-Newton methods π π
- On solvability of convex noncoercive quadratic programming problems π π
- Solving semidefinite quadratic problems within nonsmooth optimization algorithms π π
- A Method for Solving Certain Quadratic Programming Problems Arising in Nonsmooth Optimization π π
- Separable standard quadratic optimization problems π π
- Quasi-Newton methods for solving nonlinear programming problems π π
- Quadratic Approximations in Convex Nondifferentiable Optimization π π
- A Solver for Nonconvex Bound-Constrained Quadratic Optimization π π
- Algebraic solution of the problems of nonconvex quadratic programming π π
This page was built for publication: Solving nearly-separable quadratic optimization problems as nonsmooth equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2013144)