On the Solution of Large Quadratic Programming Problems with Bound Constraints
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Publication:4017641
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Cited in
(91)- An active-set method for second-order conic-constrained quadratic programming
- 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
- MCMC Algorithms for Computational UQ of Nonnegativity Constrained Linear Inverse Problems
- A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization
- A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
- Sensitivity analysis of the strain criterion for multidimensional scaling
- An augmented Lagrangian filter method
- Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
- A decomposition method for large-scale box constrained optimization
- Large correlation analysis
- An active set algorithm for nonlinear optimization with polyhedral constraints
- An active set strategy based on the multiplier function or the gradient.
- A non-monotonic method for large-scale non-negative least squares
- Reconstruction of sparse signals in impulsive disturbance environments
- Numerical analysis of leaving-face parameters in bound-constrained quadratic minimization
- On a gradient-based algorithm for sparse signal reconstruction in the signal/measurements domain
- An accurate active set Newton algorithm for large scale bound constrained optimization.
- Convergence of Affine-Scaling Interior-Point Methods with Line Search for Box Constrained Optimization
- Total variation-penalized Poisson likelihood estimation for ill-posed problems
- An active set quasi-Newton method with projected search for bound constrained minimization
- Using Krylov subspace and spectral methods for solving complementarity problems in many-body contact dynamics simulation
- Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm
- Comparison of active-set and gradient projection-based algorithms for box-constrained quadratic programming
- scientific article; zbMATH DE number 2187082 (Why is no real title available?)
- Mixed energy method for solution of quadratic programming problems
- A random active set method for strictly convex quadratic problem with simple bounds
- A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization
- An MCMC method for uncertainty quantification in nonnegativity constrained inverse problems
- A projected Newton-CG method for nonnegative astronomical image deblurring
- On the convergence of an active-set method for \(\ell_1\) minimization
- An active set feasible method for large-scale minimization problems with bound constraints
- A Mumford-Shah-type approach to simultaneous reconstruction and segmentation for emission tomography problems with Poisson statistics
- Phase-field numerical strategies for deviatoric driven fractures
- A multivariate spectral projected gradient method for bound constrained optimization
- Superrelaxation and the rate of convergence in minimizing quadratic functions subject to bound constraints
- Complexity of a projected Newton-CG method for optimization with bounds
- scientific article; zbMATH DE number 3919732 (Why is no real title available?)
- scientific article; zbMATH DE number 4064773 (Why is no real title available?)
- A solver for nonconvex bound-constrained quadratic optimization
- Projector preconditioning for partially bound-constrained quadratic optimization
- An investigation of interior-point and block pivoting algorithms for large-scale symmetric monotone linear complementarity problems
- Components identification based method for box constrained variational inequality problems with almost linear functions
- Modulus-type inner outer iteration methods for nonnegative constrained least squares problems
- Projected Barzilai-Borwein method for large-scale nonnegative image restoration
- The bound-constrained conjugate gradient method for non-negative matrices
- A subspace modified PRP method for large-scale nonlinear box-constrained optimization
- Convergence of the EDIIS algorithm for nonlinear equations
- Flexible complementarity solvers for large-scale applications
- Numerical solutions of the \(m\)-membranes problem
- A class of collinear scaling algorithms for bound-constrained optimization: Derivation and computational results
- Numerical methods for nonlinear equations
- Modified active set projected spectral gradient method for bound constrained optimization
- Robust regression for mixed Poisson-Gaussian model
- Minimizing quadratic functions subject to bound constraints with the rate of convergence and finite termination
- A neural network model with bounded-weights for pattern classification
- Block coordinate proximal gradient methods with variable Bregman functions for nonsmooth separable optimization
- LMBOPT: a limited memory method for bound-constrained optimization
- A block principal pivoting algorithm for large-scale strictly monotone linear complementarity problems
- PNKH-B: A Projected Newton--Krylov Method for Large-Scale Bound-Constrained Optimization
- Impulse noise removal by an adaptive trust-region method
- A new solver for the elastic normal contact problem using conjugate gradients, deflation, and an FFT-based preconditioner
- Tikhonov regularized Poisson likelihood estimation: theoretical justification and a computational method
- An adaptive gradient algorithm for large-scale nonlinear bound constrained optimization
- A conjugate gradient method for the unconstrained minimization of strictly convex quadratic splines
- A trust region method based on a new affine scaling technique for simple bounded optimization
- Optimal algorithms for large sparse quadratic programming problems with uniformly bounded spectrum
- Large quadratic programming problems generated by rigid body simulation
- A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
- A feasible active set method for strictly convex quadratic problems with simple bounds
- Solving bound constrained optimization via a new nonmonotone spectral projected gradient method
- A new trust region algorithm for bound constrained minimization
- An algorithm for the fast solution of symmetric linear complementarity problems
- A filter-trust-region method for simple-bound constrained optimization
- A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization
- A class of methods for solving large, convex quadratic programs subject to box constraints
- An active set method for bound-constrained optimization
- On using exterior penalty approaches for solving linear programming problems
- Interior-point solver for large-scale quadratic programming problems with bound constraints
- A class of collinear scaling algorithms for bound-constrained optimization: convergence theorems
- Nonmonotone strategy for minimization of quadratics with simple constraints.
- An iterative working-set method for large-scale nonconvex quadratic programming
- Numerical experiments with the Lancelot package (Release \(A\)) for large-scale nonlinear optimization
- Gradient damage modeling of brittle fracture in an explicit dynamics context
- Monotone projected gradient methods for large-scale box-constrained quadratic programming
- An accurate active set conjugate gradient algorithm with project search for bound constrained optimization
- A reduced-space algorithm for minimizing \(\ell_1\)-regularized convex functions
- Error in the reconstruction of nonsparse images
- An effective branch-and-bound algorithm for convex quadratic integer programming
- A coordinate gradient descent method for nonsmooth separable minimization
- ACQUIRE: an inexact iteratively reweighted norm approach for TV-based Poisson image restoration
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