Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs
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Publication:5320683
DOI10.1137/060669930zbMath1179.65065OpenAlexW2052312775MaRDI QIDQ5320683
Michael P. Friedlander, Sven Leyffer
Publication date: 22 July 2009
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5e868cec7c6b794728ecfddf97ea2cbb54b5ed3c
quadratic programminglarge-scale optimizationaugmented Lagrangianfilter methodsgradient projectionactive-set methods
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Methods of reduced gradient type (90C52)
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