A direct active set algorithm for large sparse quadratic programs with simple bounds
DOI10.1007/BF01589112zbMATH Open0691.90070MaRDI QIDQ583116FDOQ583116
Authors: Thomas F. Coleman, Laurie A. Hulbert 
Publication date: 1989
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Recommendations
definite problemsdirect active set methodindefinite caselarge sparse quadratic programsprojection techniques
Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Large-scale problems in mathematical programming (90C06)
Cites Work
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Cited In (17)
- The sagitta method for solving linear programs
- A basis-deficiency-allowing primal phase-I algorithm using the most-obtuse-angle column rule
- An Infeasible Active Set Method for Quadratic Problems with Simple Bounds
- A column generation post-optimization heuristic for the integrated aircraft and passenger recovery problem
- Model‐based solution approach for a short‐term flight rescheduling problem in aerial passenger transportation to maritime units
- An investigation of interior-point and block pivoting algorithms for large-scale symmetric monotone linear complementarity problems
- The probabilistic constraints in the support vector machine
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem
- A new algorithm for the general quadratic programming problems with box constraints
- Title not available (Why is that?)
- The adventures of a simple algorithm
- A block principal pivoting algorithm for large-scale strictly monotone linear complementarity problems
- A sparse counterpart of Reichel and Gragg's package QRUP
- Sparse kernel learning with LASSO and Bayesian inference algorithm
- On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
- Nonmonotone strategy for minimization of quadratics with simple constraints.
- A binarisation heuristic for non-convex quadratic programming with box constraints
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