An active-set algorithm for norm constrained quadratic problems
From MaRDI portal
Publication:2133422
DOI10.1007/s10107-021-01617-2zbMath1491.90132arXiv1906.04022OpenAlexW3133745981MaRDI QIDQ2133422
Yuji Nakatsukasa, Nikitas Rontsis, Paul J. Goulart
Publication date: 29 April 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.04022
sequential quadratic programmingnonconvex optimizationdimensionality reductiontrust-regionactive-set
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- OSQP: An Operator Splitting Solver for Quadratic Programs
- Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
- qpOASES: a parametric active-set algorithm for~quadratic programming
- Local nonglobal minima for solving large-scale extended trust-region subproblems
- A constrained eigenvalue problem
- COSMO: a conic operator splitting method for convex conic problems
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization
- Generalized power method for sparse principal component analysis
- Optimization with Sparsity-Inducing Penalties
- Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem
- Numerical Methods for Large Eigenvalue Problems
- MINRES-QLP: A Krylov Subspace Method for Indefinite or Singular Symmetric Systems
- Inertia-Controlling Methods for General Quadratic Programming
- Numerical methods for large-scale nonlinear optimization
- Some NP-complete problems in quadratic and nonlinear programming
- Numerically stable methods for quadratic programming
- Local Minimizers of Quadratic Functions on Euclidean Balls and Spheres
- ARPACK Users' Guide
- Trust Region Methods
- Globally Solving the Trust Region Subproblem Using Simple First-Order Methods
- Solving the Trust-Region Subproblem using the Lanczos Method
- On the Stationary Values of a Second-Degree Polynomial on the Unit Sphere
