Object-oriented software for quadratic programming
From MaRDI portal
Publication:5461049
DOI10.1145/641876.641880zbMath1068.90586OpenAlexW2080514141WikidataQ113309755 ScholiaQ113309755MaRDI QIDQ5461049
E. Michael Gertz, Stephen J. Wright
Publication date: 21 July 2005
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/641876.641880
Quadratic programming (90C20) Other programming paradigms (object-oriented, sequential, concurrent, automatic, etc.) (68N19) Numerical algorithms for specific classes of architectures (65Y10) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)
Related Items
Two new decomposition algorithms for training bound-constrained support vector machines, \texttt{acados} -- a modular open-source framework for fast embedded optimal control, Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs, Recent advances in quadratic programming algorithms for nonlinear model predictive control, POINTWISE CONSTRUCTION OF LIPSCHITZ AGGREGATION OPERATORS WITH SPECIFIC PROPERTIES, Starting-point strategies for an infeasible potential reduction method, Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy, On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods, Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number, Learning to steer nonlinear interior-point methods, A factorization with update procedures for a KKT matrix arising in direct optimal control, Benchmarking large-scale distributed convex quadratic programming algorithms, A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems, IPRQP: a primal-dual interior-point relaxation algorithm for convex quadratic programming, Lifted collocation integrators for direct optimal control in ACADO toolkit, A Round Trip Time Weighting Model for One-way Delay Estimation, Interior point methods 25 years later, Direct Optimal Control and Model Predictive Control, A preconditioning technique for Schur complement systems arising in stochastic optimization, Efficient robust optimization for robust control with constraints, On parallelizing dual decomposition in stochastic integer programming, Optimal Control of Hybrid Systems with Sliding Modes, qpOASES: a parametric active-set algorithm for~quadratic programming, On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems, A homogeneous model for monotone mixed horizontal linear complementarity problems, CasADi: a software framework for nonlinear optimization and optimal control, Parallel interior-point solver for structured quadratic programs: Application to financial planning problems, A primal-dual regularized interior-point method for convex quadratic programs, Exploiting separability in large-scale linear support vector machine training, Identifying superfluous constraints within an interior-point algorithm for convex quadratic programming, OSQP: An Operator Splitting Solver for Quadratic Programs, A starting point strategy for nonlinear interior methods., Smoothing Lipschitz functions, Monotonicity preserving approximation of multivariate scattered data, Exploiting structure in parallel implementation of interior point methods for optimization, A primal-dual interior-point algorithm for quadratic programming, QPLIB: a library of quadratic programming instances, The parallel solution of dense saddle-point linear systems arising in stochastic programming, A formulation of the linear discrete Coulomb friction problem via convex optimization, OOQP, A parallel decomposition algorithm for training multiclass kernel-based vector machines, Design and implementation of a modular interior-point solver for linear optimization, A superlinearly convergent splitting feasible sequential quadratic optimization method for two-block large-scale smooth optimization, QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs, The ESA NLP Solver WORHP
Uses Software