Primal and dual active-set methods for convex quadratic programming

Author:

Forsgren Anders,Gill Philip E.,Wong Elizabeth

Funder

National Science Foundation

Vetenskapsrådet

Northrop Grumman

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference60 articles.

1. Altman, A., Gondzio, J.: Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization. Optim. Methods Softw. 11/12(1–4), 275–302 (1999)

2. Bartlett, R.A., Biegler, L.T.: QPSchur: a dual, active-set, Schur-complement method for large-scale and structured convex quadratic programming. Optim. Eng. 7(1), 5–32 (2006)

3. Beale, E.M.L.: An introduction to Beale’s method of quadratic programming. In: Abadie, J. (ed.) Nonlinear Programming, pp. 143–153. North Holland, Amsterdam (1967)

4. Beale, E.M.L., Benveniste, R.: Quadratic programming. In: Greenberg, H.J. (ed.) Design and Implementation of Optimization Software, pp. 249–258. Sijthoff and Noordhoff, The Netherlands (1978)

5. Best, M.J.: An algorithm for the solution of the parametric quadratic programming problem. CORR 82-14, Department of Combinatorics and Optimization, University of Waterloo, Canada (1982)

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