Name
Abstract | ||
|---|---|---|
Range-space methods for convex quadratic programming improve in efficiency as the number of constraints active at the solution
decreases. In this paper we describe a range-space method based upon updating a weighted Gram-Schmidt factorization of the
constraints in the active set. The updating methods described are applicable to both primal and dual quadratic programming
algorithms that use an active-set strategy.
Many quadratic programming problems include simple bounds on all the variables as well as general linear constraints. A feature
of the proposed method is that it is able to exploit the structure of simple bound constraints. This allows the method to
retain efficiency when the number ofgeneral constraints active at the solution is small. Furthermore, the efficiency of the method improves as the number of active bound
constraints increases. |
Year | DOI | Venue |
|---|---|---|
1984 | 10.1007/BF02591884 | Math. Program. |
Keywords | Field | DocType |
bound constraints.,updated orthogonal factorizations,convex quadratic programming,active-set methods,range-space methods,active set method,quadratic program | Second-order cone programming,Discrete mathematics,Mathematical optimization,Quadratically constrained quadratic program,Active set method,Subderivative,Factorization,Quadratic programming,Sequential quadratic programming,Convex optimization,Mathematics | Journal |
Volume | Issue | ISSN |
30 | 2 | 1436-4646 |
Citations | PageRank | References |
11 | 2.35 | 3 |
Authors | ||
5 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Philip E. Gill | 1 | 11 | 2.35 |
| Nicholas I. M. Gould | 2 | 1445 | 123.86 |
| Walter Murray | 3 | 456 | 263.71 |
| Michael A. Saunders | 4 | 1224 | 785.45 |
| Margaret H. Wright | 5 | 1233 | 182.31 |