Fast algorithm for singly linearly constrained quadratic programs with box-like constraints

DOI10.1007/s10589-016-9863-8zbMath1365.90184OpenAlexW2488199803MaRDI QIDQ513719

Meijiao Liu, Yong-Jin Liu

Publication date: 7 March 2017

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-016-9863-8

zbMATH Keywords

secant methodsingly linearly constrained quadratic programsweighted Ky Fan \(k\)-norm

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20)

Related Items (3)

Efficient projection onto the intersection of a half-space and a box-like set and its generalized Jacobian ⋮ An easily implementable algorithm for efficient projection onto the ordered weighted \(\ell_1\) norm ball ⋮ A two-phase method for solving continuous rank-one quadratic knapsack problems

Uses Software

• Gurobi
• Mosek
• NAPHEAP

Cites Work

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