A feasible active set method for strictly convex quadratic problems with simple bounds
From MaRDI portal
Publication:2945124
Recommendations
- An Infeasible Active Set Method for Quadratic Problems with Simple Bounds
- Primal and dual active-set methods for convex quadratic programming
- A numerically stable dual method for solving strictly convex quadratic programs
- scientific article; zbMATH DE number 3982419
- On active-set methods for the quadratic programming problem
Cites work
- A block principal pivoting algorithm for large-scale strictly monotone linear complementarity problems
- A comparison of a Moreau-Yosida-based active set strategy and interior point methods for constrained optimal control problems
- A family of second-order methods for convex \(\ell _1\)-regularized optimization
- A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
- Algorithms for bound constrained quadratic programming problems
- An Infeasible Active Set Method for Quadratic Problems with Simple Bounds
- CUTEr and SifDec
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- Computational aspects of a branch and bound algorithm for quadratic zero- one programming
- Minimizing quadratic functions subject to bound constraints with the rate of convergence and finite termination
- Nonconvergence of the plain Newton-min algorithm for linear complementarity problems with a \(P\)-matrix
- On the Solution of Large Quadratic Programming Problems with Bound Constraints
- Primal-Dual Strategy for Constrained Optimal Control Problems
- The Primal-Dual Active Set Strategy as a Semismooth Newton Method
- The conjugate gradient method in extremal problems
- Using a mixed integer quadratic programming solver for the unconstrained quadratic \(0-1\) problem
Cited in
(16)- scientific article; zbMATH DE number 3982419 (Why is no real title available?)
- A random active set method for strictly convex quadratic problem with simple bounds
- A family of second-order methods for convex \(\ell _1\)-regularized optimization
- A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
- A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization
- A second-order method for convex \(\ell_1\)-regularized optimization with active-set prediction
- Convergence and adaptive discretization of the IRGNM Tikhonov and the IRGNM Ivanov method under a tangential cone condition in Banach space
- Regularization of inverse problems via box constrained minimization
- An Infeasible Active Set Method for Quadratic Problems with Simple Bounds
- Exact Complexity Certification of Active-Set Methods for Quadratic Programming
- Primal and dual active-set methods for convex quadratic programming
- Improved convergence rates for Lasserre-type hierarchies of upper bounds for box-constrained polynomial optimization
- Minimization Based Formulations of Inverse Problems and Their Regularization
- Complexity and convergence certification of a block principal pivoting method for box-constrained quadratic programs
- An Algorithmic Characterization of P-matricity II: Adjustments, Refinements, and Validation
- An index search method based inner-outer iterative algorithm for solving nonnegative least squares problems
This page was built for publication: A feasible active set method for strictly convex quadratic problems with simple bounds
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2945124)
