A solver for nonconvex bound-constrained quadratic optimization
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Publication:3454512
active setsconjugate gradient iterationactive variablesnonconvex bound-constrained quadratic optimization
Numerical mathematical programming methods (65K05) Analysis of algorithms and problem complexity (68Q25) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Abstract computational complexity for mathematical programming problems (90C60) Numerical computation of solutions to systems of equations (65H10) Newton-type methods (49M15) Implicit function theorems; global Newton methods on manifolds (58C15)
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Cites work
- scientific article; zbMATH DE number 733664 (Why is no real title available?)
- scientific article; zbMATH DE number 3293978 (Why is no real title available?)
- scientific article; zbMATH DE number 2221955 (Why is no real title available?)
- scientific article; zbMATH DE number 3070747 (Why is no real title available?)
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- On the numerical solution of bound constrained optimization problems
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Cited in
(13)- A two-phase gradient method for quadratic programming problems with a single linear constraint and bounds on the variables
- On the stationarity for nonlinear optimization problems with polyhedral constraints
- Exploiting negative curvature in deterministic and stochastic optimization
- Solving nearly-separable quadratic optimization problems as nonsmooth equations
- The bound-constrained conjugate gradient method for non-negative matrices
- Computational methods for solving nonconvex block-separable constrained quadratic problems
- A non-interior path following method for convex quadratic programming problems with bound constraints
- A flexible iterative solver for nonconvex, equality-constrained quadratic subproblems
- Nonmonotone strategy for minimization of quadratics with simple constraints.
- An implementation of the QSPLINE method for solving convex quadratic programming problems with simple bound constraints.
- A reduced-space algorithm for minimizing \(\ell_1\)-regularized convex functions
- A subspace-accelerated split Bregman method for sparse data recovery with joint \(\ell_1\)-type regularizers
- A dual gradient-projection method for large-scale strictly convex quadratic problems
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