Primal and dual active-set methods for convex quadratic programming
From MaRDI portal
Publication:312693
DOI10.1007/s10107-015-0966-2zbMath1346.90652arXiv1503.08349OpenAlexW2216549247MaRDI QIDQ312693
Philip E. Gill, Anders Forsgren, Elizabeth Wong
Publication date: 16 September 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.08349
quadratic programmingconvex quadratic programmingactive-set methodsdual active-set methodsprimal active-set methods
Related Items
An active set algorithm for nonlinear optimization with polyhedral constraints, PAL-Hom method for QP and an application to LP, Revisiting degeneracy, strict feasibility, stability, in linear programming, Nonparametric density estimation with nonuniform B-spline bases, Single image blind deblurring based on salient edge-structures and elastic-net regularization, A dual gradient-projection method for large-scale strictly convex quadratic problems, Quadratic maximization of reachable values of affine systems with diagonalizable matrix, Conflict Analysis for MINLP
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A numerically stable dual method for solving strictly convex quadratic programs
- qpOASES: a parametric active-set algorithm for~quadratic programming
- QPSchur: A dual, active-set, Schur-complement method for large-scale and structured convex quadratic programming
- A computational method for the indefinite quadratic programming problem
- Factorizing symmetric indefinite matrices
- A practical anti-cycling procedure for linearly constrained optimization
- Superlinear convergence of a stabilized SQP method to a degenerate solution
- Resolving degeneracy in quadratic programming
- A dual-active-set algorithm for positive semi-definite quadratic programming
- Stable reduced Hessian updates for indefinite quadratic programming
- A numerical study of limited memory BFGS methods
- Inertia-controlling factorizations for optimization algorithms
- An iterative working-set method for large-scale nonconvex quadratic programming
- The simplest examples where the simplex method cycles and conditions where EXPAND fails to prevent cycling
- A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- Methods for convex and general quadratic programming
- The generalized simplex method for minimizing a linear form under linear inequality restraints
- A weighted gram-schmidt method for convex quadratic programming
- An Algorithm for Large-Scale Quadratic Programming
- Inertia-Controlling Methods for General Quadratic Programming
- The Multifrontal Solution of Indefinite Sparse Symmetric Linear
- On the quadratic programming algorithm of Goldfarb and Idnani
- Some Stable Methods for Calculating Inertia and Solving Symmetric Linear Systems
- Numerically stable methods for quadratic programming
- New Finite Pivoting Rules for the Simplex Method
- CUTE
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Newton Methods for Large-Scale Linear Equality-Constrained Minimization
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- An online active set strategy to overcome the limitations of explicit MPC
- A Globally Convergent Stabilized SQP Method
- GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
- CUTEr and SifDec
- MA57---a code for the solution of sparse symmetric definite and indefinite systems
- A method for solving nonlinear maximum‐problems depending on parameters
- Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations
- A General Quadratic Programming Algorithm
- Pivot selection methods of the Devex LP code
- Optimality and Degeneracy in Linear Programming
- Benchmarking optimization software with performance profiles.