Dual support method for solving convex quadratic programs

DOI10.1080/02331930902878341zbMath1197.90313OpenAlexW2026786306MaRDI QIDQ2786329

Mohand Ouamer Bibi, Belkacem Brahmi

Publication date: 21 September 2010

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930902878341

zbMATH Keywords

convex quadratic programmingdual support methodcoordinator support

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical methods involving duality (49M29) Quadratic programming (90C20) Linear-quadratic optimal control problems (49N10)

Related Items (6)

Primal-dual method for solving a linear-quadratic multi-input optimal control problem ⋮ A two-phase support method for solving linear programs: numerical experiments ⋮ An effective generalization of the direct support method ⋮ A hybrid direction algorithm for solving optimal control problems ⋮ A hybrid direction algorithm for solving linear programs ⋮ Adaptive global algorithm for solving box-constrained non-convex quadratic minimization problems

Uses Software

• QPSchur

Cites Work

• Unnamed Item
• A numerically stable dual method for solving strictly convex quadratic programs
• QPSchur: A dual, active-set, Schur-complement method for large-scale and structured convex quadratic programming
• A dual-active-set algorithm for positive semi-definite quadratic programming
• The Simplex Method for Quadratic Programming
• Numerical Optimization
• Support method for solving a linear-quadratic problem with polythedral with polyhedral constraints on control

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