A very simple SQCQP method for a class of smooth convex constrained minimization problems with nice convergence results

DOI10.1007/s10107-012-0582-3zbMath1282.90174OpenAlexW2111385217MaRDI QIDQ2434998

Alfred Auslender

Publication date: 3 February 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-012-0582-3

zbMATH Keywords

quadratically constrained quadratic programmingsequential quadratic programmingconvergence rateoptimal projected gradient schemessmooth convex constrained minimization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (4)

Gradient descent technology for sparse vector learning in ontology algorithms ⋮ A method combining norm-relaxed QCQP subproblems with active set identification for inequality constrained optimization ⋮ An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming ⋮ A superlinear convergence feasible sequential quadratic programming algorithm for bipedal dynamic walking robot via discrete mechanics and optimal control

Uses Software

• CVXOPT
• IMSL Numerical Libraries

Cites Work

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