A Feasible Active Set Method for Strictly Convex Quadratic Problems with Simple Bounds
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Theoretical Computer Science,Software
Link
http://epubs.siam.org/doi/pdf/10.1137/140984439
Reference18 articles.
1. A Comparison of a Moreau--Yosida-Based Active Set Strategy and Interior Point Methods for Constrained Optimal Control Problems
2. Primal-Dual Strategy for Constrained Optimal Control Problems
3. Using a Mixed Integer Quadratic Programming Solver for the Unconstrained Quadratic 0-1 Problem
4. A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
5. Parallel computational issues of an interior point method for solving large bound-constrained quadratic programming problems
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