Randomly Generated Test Problems for Positive Definite Quadratic Programming

DOI10.1145/356068.356075MaRDI QIDQ3337228zbMATH OpenOpenAlexFDO

Authors M. L. Lenard, Michael Minkoff

Publication date 1984

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://digital.library.unt.edu/ark:/67531/metadc283556/

zbMATH Keywords

performanceefficiencyreliabilityrobustnessexperimentationsoftware engineeringlinear constraintslinear least-squares problemsrandom datapositive definite quadratic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Analysis of algorithms and problem complexity (68Q25)

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(10)

• A new variable reduction technique for convex integer quadratic programs
• The nearest point problem in a polyhedral set and its extensions
• Near optimal step size and momentum in gradient descent for quadratic functions
• Best practices for comparing optimization algorithms
• Tuning Algorithms for Stochastic Black-Box Optimization: State of the Art and Future Perspectives
• A repository of convex quadratic programming problems
• Random test problems and parallel methods for quadratic programs and quadratic stochastic programs^∗
• Adaptive consensus: a network pruning approach for decentralized optimization
• A new technique for generating quadratic programming test problems
• Value estimation approach to the Iri-Imai method for constrained convex optimization

Describes a project that uses

Uses Software

• Algorithm 587

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