Numerically stable methods for quadratic programming

Cites Work

Methods for Modifying Matrix Factorizations
Title not available (Why is that?)
Handbook series linear algebra. Linear least squares solutions by Householder transformations
Newton-type methods for unconstrained and linearly constrained optimization
Title not available (Why is that?)
The computation of Lagrange-multiplier estimates for constrained minimization
Minimization of a Quadratic Function of Many Variables Subject only to Lower and Upper Bounds
Constrained Optimization Using a Nondifferentiable Penalty Function

Cited In (40)

The computation of Lagrange-multiplier estimates for constrained minimization
Avoiding Modified Matrix Factorizations in Newton-like Methods
Global optimization of truss topology with discrete bar areas. I: Theory of relaxed problems
An SQP method for general nonlinear programs using only equality constrained subproblems
On the superlinear convergence of a trust region algorithm for nonsmooth optimization
A weighted gram-schmidt method for convex quadratic programming
An algorithm for composite nonsmooth optimization problems
Solving the minimal least squares problem subject to bounds on the variables
A linearly distributed lag estimator with \(r\)-convex coefficients
Optimization over the efficient set using an active constraint approach
A null-space method for computing the search direction in the general inertia-controlling method for dense quadratic programming
Parallel multisplitting methods with optimal weighting matrices for linear systems
Constraint deletion strategy in the inertia-controlling quadratic programming method
On the numerical realization of the exact penalty method for quadratic programming algorithms
ImplementableL_∞penalty-function method for semi-infinite optimization
Sparse quadratic programming in chemical process optimization
An analytical formula for ring artefact suppression in X-ray tomography
Primal and dual active-set methods for convex quadratic programming
A method to increase the computational efficiency of certain quadratic programming algorithms
Solution of projection problems over polytopes
An active-set algorithm for norm constrained quadratic problems
A projection and contraction method for a class of linear complementarity problems and its application in convex quadratic programming
Exact QR factorizations of rectangular matrices
On solving a primal geometric program by partial dual optimization
A parallel quadratic programming method for dynamic optimization problems
Experiments with successive quadratic programming algorithms
A numerically stable dual method for solving strictly convex quadratic programs
A practical anti-cycling procedure for linearly constrained optimization
FUZZY MULTIPLE OBJECTIVE PROGRAMMING IN AN INTERVAL PIECEWISE REGRESSION MODEL
INTERVAL PIECEWISE REGRESSION MODEL WITH AUTOMATIC CHANGE-POINT DETECTION BY QUADRATIC PROGRAMMING
A direct active set algorithm for large sparse quadratic programs with simple bounds
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
On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem

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