Numerically stable methods for quadratic programming

Cites work

scientific article; zbMATH DE number 883145 (Why is no real title available?)
scientific article; zbMATH DE number 3408799 (Why is no real title available?)
Constrained Optimization Using a Nondifferentiable Penalty Function
Handbook series linear algebra. Linear least squares solutions by Householder transformations
Methods for Modifying Matrix Factorizations
Minimization of a Quadratic Function of Many Variables Subject only to Lower and Upper Bounds
Newton-type methods for unconstrained and linearly constrained optimization
The computation of Lagrange-multiplier estimates for constrained minimization

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On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem
Global optimization of truss topology with discrete bar areas. I: Theory of relaxed problems
The computation of Lagrange-multiplier estimates for constrained minimization
Avoiding Modified Matrix Factorizations in Newton-like Methods
An SQP method for general nonlinear programs using only equality constrained subproblems
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Solving the minimal least squares problem subject to bounds on the variables
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On the superlinear convergence of a trust region algorithm for nonsmooth optimization
A linearly distributed lag estimator with \(r\)-convex coefficients
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Optimization over the efficient set using an active constraint approach
Parallel multisplitting methods with optimal weighting matrices for linear systems
On the numerical realization of the exact penalty method for quadratic programming algorithms
Constraint deletion strategy in the inertia-controlling quadratic programming method
ImplementableL_∞penalty-function method for semi-infinite optimization
An analytical formula for ring artefact suppression in X-ray tomography
Primal and dual active-set methods for convex quadratic programming
Sparse quadratic programming in chemical process optimization
A method to increase the computational efficiency of certain quadratic programming algorithms
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An active-set algorithm for norm constrained quadratic problems
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On solving a primal geometric program by partial dual optimization
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Exact QR factorizations of rectangular matrices
A direct active set algorithm for large sparse quadratic programs with simple bounds
FUZZY MULTIPLE OBJECTIVE PROGRAMMING IN AN INTERVAL PIECEWISE REGRESSION MODEL
INTERVAL PIECEWISE REGRESSION MODEL WITH AUTOMATIC CHANGE-POINT DETECTION BY QUADRATIC PROGRAMMING
A regularized decomposition method for minimizing a sum of polyhedral functions
Computation of a trust region step
A new technique for inconsistent QP problems in the SQP method
Convex relaxation and Lagrangian decomposition for indefinite integer quadratic programming
A computational method for the indefinite quadratic programming problem
Methods for convex and general quadratic programming
Equivalence of some quadratic programming algorithms
On the consistency of regression-based Monte Carlo methods for pricing Bermudan options in case of estimated financial models

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